tomoyoshki / HFT-strategiesLinks
High Frequency Trading strategies.
☆38Updated 2 years ago
Alternatives and similar repositories for HFT-strategies
Users that are interested in HFT-strategies are comparing it to the libraries listed below
Sorting:
- High Frequency Trading Strategies☆48Updated 8 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆36Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 6 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 6 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- ☆24Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆29Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Updated 8 months ago
- Deep learning approach for market price prediction, in JAX☆55Updated last year
- DeepLOB Implementation on Bitcoin Perpetual Data☆28Updated 2 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
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆59Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆23Updated 8 months ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29Updated 2 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Updated 2 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆138Updated 2 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Updated 4 years ago