point-line-surface-body / hftrap
Trading platform for high frequency data
☆15Updated 10 years ago
Related projects ⓘ
Alternatives and complementary repositories for hftrap
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- Code for researching and backtesting pairs trading☆24Updated 14 years ago
- Marketmaker trading strategy☆26Updated 8 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- Building a High Frequency Trading Engine with Neural Networks☆11Updated 6 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17Updated 11 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆24Updated 6 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆15Updated 7 years ago
- Use machine learning to trade bitcoin.☆11Updated 3 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆10Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆29Updated 8 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Backtesting tool on tick data☆10Updated 7 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆12Updated 7 years ago
- Algorithmic trading platform for multiple assets☆35Updated 7 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆33Updated 9 years ago
- High Frequency Trading Strategy☆12Updated 5 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- A Trading bot framework which uses a combination 1d KVO/Signal and VWAP strategies to place orders on Bitmex. Advanced strategies includi…☆19Updated 6 years ago
- a new simulator for statistical arbitrage☆14Updated 9 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆34Updated 8 years ago
- very fast python backtesting framework based on amibroker backtesting methodology☆40Updated 6 years ago
- A low frequency statistical arbitrage strategy