repotudou / HFT_Project
Apply different deep learning models to limit order book.
☆11Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for HFT_Project
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆24Updated 6 years ago
- ☆11Updated 6 years ago
- Example of order book modeling.☆57Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Vpin caculation and backtesting☆13Updated 5 years ago
- ☆16Updated 2 years ago
- Building a High Frequency Trading Engine with Neural Networks☆11Updated 6 years ago
- ☆12Updated last year
- High Frequency Jump Prediction Project☆34Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆25Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- Option Strategy for Futures☆12Updated 4 years ago
- Use machine learning to trade bitcoin.☆11Updated 3 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 4 years ago
- Repo for HFT project in CMF☆26Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- ☆19Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Trend Prediction for High Frequency Trading☆38Updated last year
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆10Updated 5 years ago
- ☆10Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆15Updated last year
- Phd repo☆16Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆17Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 3 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 5 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago