nout-kleef / HTB-VI
🥳 winner of the Optiver challenge: making your own trading bot 🤖
☆33Updated 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
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆70Updated last year
- Order Imbalance Strategy in High Frequency Trading☆129Updated 6 years ago
- Learn to build an autotrader with Optiver's Ready Trader Go Simulator☆61Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆187Updated last year
- Limit Order Book data analysis and modeling using LSTM network☆136Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆56Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆208Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆50Updated 4 years ago
- Code and data for my blogs☆92Updated 4 years ago
- I will upload and update my quant strategies here☆53Updated 6 years ago
- A collection of homeworks of market microstructure models.☆227Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆108Updated 11 months ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆122Updated 3 years ago
- ☆42Updated 5 years ago
- High-frequency statistical arbitrage☆177Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆150Updated 10 months ago
- CS7641 Team project☆93Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆226Updated 2 weeks ago
- three stochastic volatility model: Heston, SABR, SVI☆86Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆113Updated last year
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆139Updated 2 years ago
- The book <Advanced Algorithmic Trading> and its source code☆58Updated 7 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆99Updated 10 months ago
- ☆112Updated 7 years 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，…☆46Updated 10 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆117Updated last year