Alternatives and similar repositories for HTB-VI

Users that are interested in HTB-VI are comparing it to the libraries listed below

• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆211Updated 2 years ago
• HackMelbourne / Optiver_RTG_Workshop
  Learn to build an autotrader with Optiver's Ready Trader Go Simulator
  ☆64Updated 3 years ago
• Harvey-Sun / World_Quant_Alphas
  World Quant 101 alphas的计算和策略化
  ☆283Updated 8 years ago
• imTurkey / Market-Making-with-Deep-Reinforcement-Learning-from-Limit-Order-Books
  This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"
  ☆66Updated 2 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆83Updated 2 years ago
• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆232Updated 3 years ago
• sabirjana / blog
  Code and data for my blogs
  ☆91Updated 4 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆136Updated 7 years ago
• baobach / HFT_Papers
  A curated list of Quantitative Finance papers.
  ☆65Updated 6 months ago
• Leefinance / Quantitative-finance-papers-using-deep-learning
  ☆152Updated 2 years ago
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆138Updated 6 years ago
• ki33elev / Adv_Fin_ML
  Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆65Updated 2 years ago
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆176Updated last year
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆206Updated 2 years ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆124Updated 3 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆96Updated 5 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆310Updated 7 months ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆247Updated this week
• bradleyboyuyang / ML-HFT
  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
  ☆487Updated 2 years ago
• FSUHeting / DL_LOB_Trading_and_MidPirce_Movement
  Deep learning for limit order book trading and mid-price movement
  ☆55Updated 4 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆250Updated 7 years ago
• dummydoo / Advanced-Algorithmic-Trading
  The book <Advanced Algorithmic Trading> and its source code
  ☆60Updated 7 years ago
• MingjieWang0606 / Kaggle-Jane-Street-AE-MLP-xgb-TOP1
  1th: Kaggle Jane Street Market Prediction: AE MLP+xgb
  ☆44Updated 3 years ago
• YuChenAmberLu / Options-Calculator
  Option Calculator using Black-Scholes model and Binomial model
  ☆171Updated 5 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆167Updated 5 years ago
• Manudecara / Algo-Trading
  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…
  ☆125Updated 3 years ago
• beratkirik / CPP-Programming-for-Financial-Engineering
  QuantNet course on C++ programming (completed with Certificate with Distinction)
  ☆71Updated 2 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆129Updated 2 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆71Updated 5 years ago
• SpencerPao / Quantitative_Strategies
  This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.
  ☆170Updated 2 years ago