Implementing a medium freq trading strategy by estimating price impact via order flow.
☆16Sep 21, 2020Updated 5 years ago
Alternatives and similar repositories for AlgoTrading-PriceImpactOrderFlow
Users that are interested in AlgoTrading-PriceImpactOrderFlow are comparing it to the libraries listed below
Sorting:
- ☆11Nov 6, 2018Updated 7 years ago
- Derive order flow from Tick and Trade data.☆33Aug 13, 2021Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- Scalping day trading strategy☆45May 30, 2020Updated 5 years ago
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 4 years ago
- Processing and performing financial calculations on HFT data☆10Dec 19, 2018Updated 7 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 5 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Nov 2, 2019Updated 6 years ago
- High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machin…☆15Jun 21, 2018Updated 7 years ago
- 高频交易系统结构☆17May 21, 2020Updated 5 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆13Jul 3, 2020Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 5 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- Binance Limit Order Book Recorder☆16Dec 8, 2022Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆73May 9, 2016Updated 9 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17May 21, 2013Updated 12 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆21Sep 6, 2024Updated last year
- Deep learning models for high-frequency financial data (limited order book)☆19Apr 2, 2019Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- 接入okcoin的数字货币行情,并在众安交易所做市☆23Nov 6, 2017Updated 8 years ago
- OrderFlowBot is a bot used for trading order flow with a selected ATM (Automated Trading Mechanism) strategy. It is designed to assist wi…☆41Dec 2, 2025Updated 3 months ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆24Aug 25, 2019Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- 非平衡订单流高频交易模型☆113Nov 6, 2018Updated 7 years ago
- Example of adaptive trend following strategy based on Renko☆123Jun 18, 2019Updated 6 years ago
- 资产配置方案项目☆33Nov 18, 2020Updated 5 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Aug 8, 2017Updated 8 years ago
- RL algorithm for stock trading with multiple reward functions☆11Apr 21, 2024Updated last year
- CTP with python3.4.3☆10Aug 1, 2017Updated 8 years ago
- DIY Force Feedback Steering Wheel with Hoverboard motor and Raspberry Pi Pico☆14May 14, 2025Updated 9 months ago
- A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线☆153Dec 22, 2020Updated 5 years ago