mmssss / hft-market-making
Implementation of HFT backtesting simulator and Stoikov strategy
☆99Updated last year
Related projects ⓘ
Alternatives and complementary repositories for hft-market-making
- 非平衡订单流高频交易模型☆102Updated 6 years ago
- ☆106Updated 6 years ago
- Calibrates microprice model to BitMEX quote data☆54Updated 3 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆133Updated 4 years ago
- ☆22Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆56Updated last year
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆85Updated 6 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆99Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆123Updated 6 years ago
- algo trading backtesting on BitMEX☆75Updated 11 months ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆191Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- High Frequency Trading☆107Updated 6 years ago
- Plot orderflow footprint charts using plotly in python.☆99Updated last month
- Demonstrative examples for developing quantitative and systematic strategies☆35Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- Personal Project that implements a variety of HFT strategies in C++☆63Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- High-frequency statistical arbitrage☆149Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- The book <Advanced Algorithmic Trading> and its source code☆55Updated 6 years ago
- Literature survey of order execution strategies implemented in python☆38Updated 4 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆26Updated 7 months ago
- Repository for market making ideas☆37Updated 6 months ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆150Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆78Updated 3 years ago
- Repo for HFT project in CMF☆26Updated last year