Apply different deep learning models to limit order book.
☆12Mar 6, 2018Updated 8 years ago
Alternatives and similar repositories for HFT_Project
Users that are interested in HFT_Project are comparing it to the libraries listed below
Sorting:
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 8 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 5 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 4 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆13Jul 3, 2020Updated 5 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 4 years ago
- Reinforcement Learning (RL) is believe to be a more general approach towards Artificial Intelligence (AI). RL is the foundation for many …☆13Dec 22, 2022Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆73May 9, 2016Updated 9 years ago
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- A Trading bot framework which uses a combination 1d KVO/Signal and VWAP strategies to place orders on Bitmex. Advanced strategies includi…☆20Jun 19, 2018Updated 7 years ago
- ☆11Nov 6, 2018Updated 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 …☆10Mar 30, 2016Updated 9 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16May 2, 2019Updated 6 years ago
- Very very very simple presentation mode for Org.☆17Feb 18, 2013Updated 13 years ago
- ☆11Mar 25, 2023Updated 2 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- This repo contains backtesting scripts for various models(mainly LSTM) using different type of datasets to predict bitcoin price. Upto 9…☆21Dec 15, 2019Updated 6 years ago
- Supercharge your email management with Gnus -- an Emacs configuration with improved defaults. Simplify your inbox with our optimized setu…☆10Jan 12, 2025Updated last year
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 7 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Option Selling Algorithm built upon the Interactive Brokers Python API☆10Oct 9, 2020Updated 5 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Jun 3, 2018Updated 7 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Aug 12, 2021Updated 4 years ago
- Cryptocurrency Trading Platform☆27Apr 21, 2024Updated last year
- 中華電信2019年10月份pytorch課程☆12Nov 29, 2019Updated 6 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Scala Real Time Bidding System using open-rtb protocol (openrtb) [IAB open RTB 2.3 specs] - Simulation☆13Jun 27, 2020Updated 5 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆10Jan 2, 2016Updated 10 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆19Jun 8, 2017Updated 8 years ago
- Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA☆16Dec 4, 2019Updated 6 years ago
- 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
- This is for the capstone project "Optimal Execution of a VWAP order".☆39Nov 21, 2019Updated 6 years ago