ram-ki / 101_formulaic_alphas
Implemention of 101 formulaic alphas using qstrader
☆21Updated 2 years ago
Alternatives and similar repositories for 101_formulaic_alphas:
Users that are interested in 101_formulaic_alphas are comparing it to the libraries listed below
- High Frequency Trading Strategies☆41Updated 7 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆40Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆44Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆41Updated 4 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- High frequency trading algorithm for Bitmex☆21Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆50Updated 2 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆28Updated 11 months ago
- ☆17Updated 4 years ago
- The book <Advanced Algorithmic Trading> and its source code☆58Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆63Updated last year
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆96Updated 9 months ago
- A financial trading method using machine learning.☆59Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆68Updated 8 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆53Updated last year
- Blaze☆14Updated 3 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- High-frequency statistical arbitrage☆167Updated last year
- Deep learning for limit order book trading and mid-price movement☆49Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆68Updated 4 years ago
- A curated list of Quantitative Finance papers.☆47Updated last month
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- public version of MLFINLAB from Hudson-Thames☆21Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated last year