Alternatives and similar repositories for Using-random-forest-to-model-limit-order-book-dynamic

Users that are interested in Using-random-forest-to-model-limit-order-book-dynamic are comparing it to the libraries listed below

• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆19Updated 2 years ago
• bakalex / autohedger
  Paper: https://arxiv.org/pdf/2008.12275.pdf
  ☆26Updated 5 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated 2 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆35Updated 2 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated 2 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• guijinSON / NNHedge
  A Deep Learning Framework for Neural Derivative Hedging
  ☆30Updated 3 years ago
• benzyx / tamit2019
  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
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆15Updated 5 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆18Updated 4 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆17Updated 3 years ago
• xhshenxin / Micro_Price
  ☆52Updated 4 years ago
• keinsell / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 5 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 7 years ago
• shuangology / Machine-Learning-for-Asset-Managers
  Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.
  ☆16Updated 5 years ago
• tanvipotdar / LOBMidPricePrediction
  Create a mid-price classifier for limit order books using a CNN and LSTM
  ☆14Updated 5 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆17Updated 3 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆27Updated 7 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• LianguangXue / VPIN
  Vpin caculation and backtesting
  ☆14Updated 6 years ago
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆14Updated 2 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• bobcolner / pandas-polygon
  ☆16Updated 4 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago