mglush / ready-trader-go-2023Links
Submission for Optiver's 2023 ReadyTraderGo.
☆26Updated 2 years ago
Alternatives and similar repositories for ready-trader-go-2023
Users that are interested in ready-trader-go-2023 are comparing it to the libraries listed below
Sorting:
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆82Updated 2 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- ☆33Updated 3 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- CS7641 Team project☆96Updated 5 years ago
- ☆50Updated 4 years ago
- ☆24Updated 5 years ago
- Delta hedging under SABR model☆33Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Optimal high-frequency market making strategy☆21Updated 7 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- ☆114Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆57Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆127Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆45Updated 6 years ago
- Code and data for my blogs☆92Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆60Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆120Updated last year
- Dynamic portfolio optimization☆24Updated last year
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- ☆26Updated 2 years ago
- High Frequency Trading Strategies☆48Updated 7 years ago