mmargenot / machine-learning-market-makerLinks
Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
☆106Updated 10 years ago
Alternatives and similar repositories for machine-learning-market-maker
Users that are interested in machine-learning-market-maker are comparing it to the libraries listed below
Sorting:
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆167Updated 8 years ago
- ☆119Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆91Updated 7 years ago
- High Frequency Trading☆110Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆100Updated 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…☆72Updated 7 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆95Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Deep learning modelling of orderbooks☆100Updated 5 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- ☆49Updated 8 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- Marketmaker trading strategy☆29Updated 9 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆94Updated last year
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- ☆142Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago