sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-
Use machine learning to trade bitcoin.
☆10Updated 3 years ago
Alternatives and similar repositories for Python-Market_Analysis_and_HFT_Trading_Strategy_Design-:
Users that are interested in Python-Market_Analysis_and_HFT_Trading_Strategy_Design- are comparing it to the libraries listed below
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 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 …☆10Updated 8 years ago
- An automatic high frequency trading bot for cryptocurrencies☆21Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- Phd repo☆16Updated 2 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆14Updated 4 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆10Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Market making strategies and scientific papers☆13Updated last year
- My first high-frequency trading strategy using machine learning☆16Updated 2 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 4 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆66Updated 8 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago