vedant3598 / wwhrt-bookbuilder-workshopLinks
Writing optimized code for Hudson River Trading BookBuilder Workshop (invite-only)
☆8Updated 4 years ago
Alternatives and similar repositories for wwhrt-bookbuilder-workshop
Users that are interested in wwhrt-bookbuilder-workshop are comparing it to the libraries listed below
Sorting:
- Python version of: https://github.com/sameerlal/OMakeMeAMarket☆25Updated 2 years ago
- D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices☆24Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆146Updated last year
- ☆8Updated 3 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- ☆25Updated 4 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 4 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆15Updated 7 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆47Updated 3 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆82Updated 2 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆37Updated 12 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆34Updated 2 years ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆61Updated 4 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆63Updated last year
- An optimal trading trajectory solver.☆30Updated 3 years ago
- An assortment of ring buffer designs for eductional and research purposes☆61Updated last month
- A C++ and Python implementation of the limit order book.☆280Updated 5 years ago
- This is a repository for enabling collaborative and proper practices for financial machine learning.☆26Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Predicting index movements with Google Trends search volume alternative data☆16Updated 4 years ago
- ☆123Updated 3 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- Collection of tidbits for HFT server config.☆51Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆22Updated 4 months ago
- 🥳 winner of the Optiver challenge: making your own trading bot 🤖☆35Updated 5 years ago
- A collection of homeworks of market microstructure models.☆248Updated 7 years ago
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆25Updated 3 years ago
- Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite El…☆10Updated 7 years ago