Apply different deep learning models to limit order book.
☆13Mar 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 8 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 6 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 6 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 5 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- moscow exchange hft oriented terminal unfinished☆11Jun 18, 2018Updated 8 years ago
- Predicting Arbitrage in the Crypto Market with Machine Learning☆19Dec 8, 2022Updated 3 years ago
- Contains all the Jupyter Notebooks used in our research.☆11Jul 16, 2019Updated 7 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆15Jul 3, 2020Updated 6 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆74May 9, 2016Updated 10 years ago
- Reinforcement Learning (RL) is believe to be a more general approach towards Artificial Intelligence (AI). RL is the foundation for many …☆14Dec 22, 2022Updated 3 years ago
- A Trading bot framework which uses a combination 1d KVO/Signal and VWAP strategies to place orders on Bitmex. Advanced strategies includi…☆21Jun 19, 2018Updated 8 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Legacy research experiment (2021): SAC autohedging / market-making environment. Paper-backed GPU training, not a current flagship.☆10Aug 23, 2026Updated 2 months ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 6 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 10 years ago
- Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed b…☆10Sep 3, 2026Updated last month
- ☆11Nov 6, 2018Updated 7 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16May 2, 2019Updated 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
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆21Jun 8, 2017Updated 9 years ago
- YoBit Martingale Traiding Bot☆11Oct 12, 2020Updated 6 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆22Dec 1, 2016Updated 9 years ago
- Cryptocurrency Trading Platform☆27Apr 21, 2024Updated 2 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Option Selling Algorithm built upon the Interactive Brokers Python API☆10Oct 9, 2020Updated 6 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
- ☆12Nov 19, 2018Updated 7 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…☆78Jun 3, 2018Updated 8 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 7 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆28Aug 12, 2021Updated 5 years ago
- About Melodica - A cross-platform, console-based audio player built with Go, featuring playback controls, volume adjustment, and playlist…☆18Nov 8, 2024Updated last year
- Scala Real Time Bidding System using open-rtb protocol (openrtb) [IAB open RTB 2.3 specs] - Simulation☆13Jun 27, 2020Updated 6 years ago
- Facebook group automation python - Web Automation☆12Jan 8, 2020Updated 6 years ago
- Handles multiple connections to betfair exchange stream API and more.☆10Jun 25, 2021Updated 5 years ago