nikkizhao1202 / Trading_Strategy_SP500
Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
☆10Updated 4 years ago
Alternatives and similar repositories for Trading_Strategy_SP500:
Users that are interested in Trading_Strategy_SP500 are comparing it to the libraries listed below
- Market making strategies and scientific papers☆13Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- 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
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- ☆19Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Derive order flow from Tick and Trade data.☆27Updated 3 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆19Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆24Updated 6 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆23Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- Phd repo☆16Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- 基于机器学习的多因子研究框架☆14Updated 4 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Optimal high-frequency market making strategy☆17Updated 2 months ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- ☆15Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- ☆29Updated 3 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆11Updated 4 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆13Updated last year
- ☆47Updated 3 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago