phelps-sg / learning-market-makerLinks
Python implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker."
☆17Updated 2 years ago
Alternatives and similar repositories for learning-market-maker
Users that are interested in learning-market-maker are comparing it to the libraries listed below
Sorting:
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- ☆25Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Time Series Prediction of Volume in LOB☆58Updated last year
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆41Updated 4 months ago
- ☆24Updated 5 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆91Updated 2 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- ☆45Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Option Strategy for Futures☆15Updated 5 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆12Updated 11 months ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆18Updated 4 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆65Updated 3 years ago