mlwynne24 / HSBC-Limit-Order-Book-Data-Project-
This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms (including a CNN and decision tree model) to level-2 limit order book data and creating an accompanying trading strategy that could generate profits in active trading.
☆14Updated last year
Alternatives and similar repositories for HSBC-Limit-Order-Book-Data-Project-:
Users that are interested in HSBC-Limit-Order-Book-Data-Project- are comparing it to the libraries listed below
- Package to build risk model for factor pricing model☆24Updated 5 months ago
- ☆19Updated 4 years ago
- Market making strategies and scientific papers☆13Updated last year
- Collection of Models related to market making☆15Updated 3 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- ☆15Updated 2 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆12Updated 6 months ago
- Baruch MFE 2019 Spring☆36Updated 4 years ago
- A Practical Guide to a Simple Data Stack.☆39Updated 4 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Updated 2 years ago
- ☆16Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Hexital - Incremental Technical Analysis Library☆15Updated this week
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆28Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year
- ☆29Updated 3 years ago
- ☆47Updated 3 years ago
- XTX Forecasting Challenge https://challenge.xtxmarkets.com/☆9Updated 5 years ago
- Time Series Prediction of Volume in LOB☆55Updated 9 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆17Updated 4 years ago
- 雪球结构产品定价☆27Updated last year
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆19Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆24Updated 6 years ago
- Dynamic portfolio optimization☆19Updated last year
- ☆17Updated 4 years ago