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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Derive order flow from Tick and Trade data.☆33Aug 13, 2021Updated 4 years ago
- Scalping day trading strategy☆45May 30, 2020Updated 6 years ago
- ☆11Nov 6, 2018Updated 7 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
- OrderFlowBot is a bot used for trading order flow with a selected ATM (Automated Trading Mechanism) strategy. It is designed to assist wi…☆47Dec 2, 2025Updated 6 months ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- 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
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 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
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 6 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 5 years ago
- 高频交易系统结构☆17May 21, 2020Updated 6 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆15Jul 3, 2020Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Binance Limit Order Book Recorder☆16Dec 8, 2022Updated 3 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- This is an arbitrage scanner and auto trading bot created using python code, this bot works for Bybit, Binance, Kucoin, OKX and Bitget, y…☆10Apr 27, 2024Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆74May 9, 2016Updated 10 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Nov 10, 2019Updated 6 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆19May 21, 2013Updated 13 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 6 years ago
- Example of adaptive trend following strategy based on Renko☆126Jun 18, 2019Updated 6 years ago
- 👁 an experimental web app that adjusts text size based on user position.☆12Nov 24, 2020Updated 5 years ago
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…☆35May 20, 2024Updated 2 years ago
- ☆13Apr 1, 2024Updated 2 years ago
- Neuro evolution agent to buy and sell stocks atumatically☆34Jan 16, 2026Updated 4 months 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 6 years ago
- NEAT algorithm with C++ implementation with open environment open-ai oriented☆12Jul 17, 2018Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Aug 5, 2020Updated 5 years ago
- A pair of scripts, kcs_encode.py and kcs_decode.py, that encode and decode WAV audio files containing data encoded in the Kansas City Sta…☆25Jul 31, 2024Updated last year
- ☆19Sep 18, 2020Updated 5 years ago
- ☆11Jan 13, 2024Updated 2 years ago
- 股票量化分析交易平台☆18Feb 19, 2018Updated 8 years ago
- Order Imbalance Strategy in High Frequency Trading☆147Jun 4, 2018Updated 8 years ago
- CTP with python3.4.3☆10Aug 1, 2017Updated 8 years ago