miroblog / limit_orderbook_predictionLinks
☆142Updated 3 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
Sorting:
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆176Updated 6 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆124Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- ☆123Updated 8 years ago
- High Frequency Trading☆110Updated 7 years ago
- Deep learning modelling of orderbooks☆101Updated 5 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆117Updated last year
- Master Thesis: Limit order placement with Reinforcement Learning☆180Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆167Updated 8 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆96Updated last year
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 6 years ago
- ☆208Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆102Updated 3 years ago
- Example of adaptive trend following strategy based on Renko☆123Updated 6 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152Updated 5 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆146Updated 5 years ago
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 5 months 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…☆72Updated 7 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- ☆128Updated 3 months ago