sameerlal / MarketMakingGameLinks
Python version of: https://github.com/sameerlal/OMakeMeAMarket
☆25Updated 2 years ago
Alternatives and similar repositories for MarketMakingGame
Users that are interested in MarketMakingGame are comparing it to the libraries listed below
Sorting:
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆47Updated 4 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆23Updated 6 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- Hawkes with Latency☆20Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆17Updated 7 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- An optimal trading trajectory solver.☆34Updated 3 years ago
- ☆32Updated 3 years ago
- Package to build risk model for factor pricing model☆27Updated last year
- Deep learning for limit order book trading and mid-price movement☆56Updated 5 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Collection of Models related to market making☆16Updated 4 years ago
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆26Updated 3 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- ☆139Updated 4 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 4 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆21Updated 7 months ago
- ☆15Updated 3 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆105Updated 10 years ago
- Volatility surface visualizer for cryptocurrency options.☆60Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆56Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago