nout-kleef / HTB-VILinks
🥳 winner of the Optiver challenge: making your own trading bot 🤖
☆34Updated 5 years ago
Alternatives and similar repositories for HTB-VI
Users that are interested in HTB-VI are comparing it to the libraries listed below
Sorting:
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆218Updated 2 years ago
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆64Updated 3 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆86Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆233Updated 3 years ago
- High-frequency statistical arbitrage☆216Updated 2 years ago
- A collection of homeworks of market microstructure models.☆258Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆135Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆67Updated 2 years ago
- World Quant 101 alphas的计算和策略化☆293Updated 8 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆129Updated 4 years ago
- ☆129Updated 3 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆189Updated last year
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆73Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆253Updated last month
- The book <Advanced Algorithmic Trading> and its source code☆60Updated 7 years ago
- A curated list of Quantitative Finance papers.☆66Updated 8 months ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆150Updated 5 years ago
- Option Calculator using Black-Scholes model and Binomial model☆172Updated 5 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆45Updated 3 years ago
- experiments with pair trading☆318Updated 9 months ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Limit Order Book data analysis and modeling using LSTM network☆138Updated 6 years ago
- I will upload and update my quant strategies here☆60Updated 7 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- Code and data for my blogs☆91Updated 4 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆176Updated 2 years ago
- Delta hedging under SABR model☆34Updated last year