thertrader / Lobster-Python-Demo-CodeLinks
Python demo code for LOBSTER limit order book data
☆13Updated 5 years ago
Alternatives and similar repositories for Lobster-Python-Demo-Code
Users that are interested in Lobster-Python-Demo-Code are comparing it to the libraries listed below
Sorting:
- ☆11Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆11Updated 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…☆11Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 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
- Market making strategies and scientific papers☆14Updated 2 years ago
- Course projects of mathematical market microstructure.☆13Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆55Updated 5 years ago
- ☆12Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆35Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Processing and performing financial calculations on HFT data☆11Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 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…☆19Updated 7 years ago