riyersk / HFTradingLinks
Building a High Frequency Trading Engine with Neural Networks
☆12Updated 7 years ago
Alternatives and similar repositories for HFTrading
Users that are interested in HFTrading are comparing it to the libraries listed below
Sorting:
- Apply LASSO in High-Frequency-Trading☆9Updated 6 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
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Market making strategies and scientific papers☆13Updated last year
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆17Updated 8 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆17Updated 2 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆10Updated 9 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Phd repo☆16Updated 2 years ago