nout-kleef / HTB-VI
🥳 winner of the Optiver challenge: making your own trading bot 🤖
☆33Updated 4 years ago
Alternatives and similar repositories for HTB-VI:
Users that are interested in HTB-VI are comparing it to the libraries listed below
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆201Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆53Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆69Updated last year
- CS7641 Team project☆93Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆108Updated last year
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆181Updated last year
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆60Updated 2 years ago
- Order Imbalance Strategy in High Frequency Trading☆128Updated 6 years ago
- Code and data for my blogs☆92Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆68Updated 4 years ago
- The book <Advanced Algorithmic Trading> and its source code☆58Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- High-frequency statistical arbitrage☆167Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆96Updated 9 months ago
- High frequency factors based on order and trade data.☆42Updated last year
- real high-frequency-trading system based on c++☆67Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆83Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆58Updated 4 years ago
- ☆109Updated 7 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆224Updated 9 months ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆45Updated 9 months ago
- A collection of homeworks of market microstructure models.☆221Updated 6 years ago
- Limit Order Book data analysis and modeling using LSTM network☆135Updated 5 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆67Updated 4 years ago
- Deep learning for limit order book trading and mid-price movement☆49Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆59Updated 11 months ago
- A curated list of Quantitative Finance papers.☆47Updated last month
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆145Updated 9 months ago
- Personal Project that implements a variety of HFT strategies in C++☆72Updated 3 years ago