miroblog / limit_orderbook_prediction
☆136Updated 2 years ago
Alternatives and similar repositories for limit_orderbook_prediction:
Users that are interested in limit_orderbook_prediction are comparing it to the libraries listed below
- algo trading backtesting on BitMEX☆76Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆152Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Deep learning modelling of orderbooks☆93Updated 4 years ago
- Order Imbalance Strategy in High Frequency Trading☆128Updated 6 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆67Updated 6 years ago
- Limit Order Book data analysis and modeling using LSTM network☆135Updated 5 years ago
- ☆108Updated 7 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆137Updated 4 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆84Updated 6 months ago
- High Frequency Trading☆107Updated 6 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆107Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆176Updated 6 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆86Updated 4 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆66Updated 8 years ago
- Deep Q-Learning for Market Making☆119Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆105Updated last year
- Application of machine learning to the Coinbase (GDAX) orderbook☆98Updated 2 years ago
- High-frequency trading in a limit order book☆57Updated 5 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 3 years ago
- ☆191Updated last year
- Example of order book modeling.☆56Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated 2 years ago
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆87Updated 5 years ago
- Collection of indicators that I used in my strategies.☆51Updated last year