vnatesh / VWAP-Prediction
Machine Learning Algorithms For VWAP Prediction
☆46Updated 6 years ago
Alternatives and similar repositories for VWAP-Prediction:
Users that are interested in VWAP-Prediction are comparing it to the libraries listed below
- Price Prediction with Machine Learning Models (practicum project at CME group)☆66Updated 8 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- High Frequency Trading☆107Updated 6 years ago
- 非平衡订单流高频交易模型☆106Updated 6 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- backtrader with DRL ( Deep Reinforcement Learning)☆66Updated last year
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Literature survey of order execution strategies implemented in python☆41Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆52Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- AI based alpha research for trading☆46Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Deep Q-Learning for Market Making☆119Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- integrate backtrader with interactive brokers☆43Updated 3 years ago
- ☆24Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆94Updated 2 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- Compute VIX and related volatility indices☆104Updated 3 months ago
- ☆23Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Mean Reversion Trading Strategy☆22Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- The book <Advanced Algorithmic Trading> and its source code☆58Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆61Updated 3 years ago