miroblog / limit_orderbook_predictionLinks
☆141Updated 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
Sorting:
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆173Updated 5 years ago
- Limit Order Book data analysis and modeling using LSTM network☆138Updated 6 years ago
- Order Imbalance Strategy in High Frequency Trading☆138Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Deep learning modelling of orderbooks☆97Updated 4 years ago
- ☆117Updated 7 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- High Frequency Trading☆110Updated 7 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- Application of machine learning to the Coinbase (GDAX) orderbook☆100Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆169Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆150Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆114Updated 11 years ago
- Example of adaptive trend following strategy based on Renko☆122Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆265Updated 2 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…☆71Updated 7 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆165Updated 8 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆92Updated last year
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆143Updated 5 years ago
- trend / momentum and other patterns in financial timeseries☆276Updated 4 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆178Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆134Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆88Updated 2 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆95Updated 4 years ago