Alternatives and similar repositories for AlgoTrading-PriceImpactOrderFlow

Users that are interested in AlgoTrading-PriceImpactOrderFlow are comparing it to the libraries listed below

• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆42Updated 2 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 7 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆61Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆66Updated 2 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆30Updated 3 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆106Updated 6 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆28Updated 6 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆63Updated 6 years ago
• sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-
  Use machine learning to trade bitcoin.
  ☆10Updated 4 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆27Updated 7 years ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆111Updated 6 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆67Updated last year
• Andrew-Lloy / Optimal-HFT-Guilbaud-Pham
  Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…
  ☆15Updated last year
• Yan1015 / High-frequency-Pairs-trading
  This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…
  ☆19Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆22Updated 5 years ago
• jifengthu / awesome_hft_factors
  ☆27Updated 3 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆34Updated 5 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆109Updated 7 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆120Updated 3 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• ialpatov / hft
  High Frequency Market Making: Optimal Quoting
  ☆13Updated 2 years ago
• scibrokes / real-time-fxcm
  #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，…
  ☆49Updated 4 months ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆71Updated 9 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 5 years ago