quantlabs / db-fx-strategyLinks
Roll model for trading strategy to C++ or FPGA via Matlab tool
☆10Updated 11 years ago
Alternatives and similar repositories for db-fx-strategy
Users that are interested in db-fx-strategy are comparing it to the libraries listed below
Sorting:
- Trading platform for high frequency data☆15Updated 10 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 14 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 …☆34Updated 10 years ago
- Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]☆54Updated 7 years ago
- Market Making / Stat Arb strategy☆63Updated 8 years ago
- Fear and volatility in crypto markets☆14Updated 2 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Optimal portfolio selection☆33Updated 8 years ago
- finance☆43Updated 8 years ago
- High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machin…☆15Updated 7 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- ☆16Updated 3 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- application of the bellman ford shortest paths algorithm to find arbitrage cycles in currency exchange rates☆32Updated 12 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆114Updated 7 years ago
- This repo contains a cryptocurrency trading environment and agents☆32Updated 4 years ago
- ☆43Updated 8 years ago
- detects arbitrage between, USD, BTC, and ETH and executes trades accordingly on the Coinbase Exchange☆10Updated 9 years ago
- Modeling the volatility of commodity futures Indices☆15Updated 8 years ago
- python-trading☆14Updated 6 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- ☆14Updated 11 years ago