xdkxsquirrel / ML-HFTLinks
Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA
☆16Updated 6 years ago
Alternatives and similar repositories for ML-HFT
Users that are interested in ML-HFT are comparing it to the libraries listed below
Sorting:
- Convert json descriptions of quant algorithms to verilog HDL.☆13Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Order Book Imbalance trading strategy☆11Updated 3 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
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- 高频交易系统结构☆17Updated 5 years ago
- Volume Weighted Average Price Optimal Execution☆42Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- High Frequency Trading Strategy☆12Updated 7 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Updated 3 weeks ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Option Strategy for Futures☆17Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 7 years ago
- A study of the Glosten and Milgrom model for market making☆15Updated 10 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 5 years ago
- Example of order book modeling.☆58Updated 6 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Order Imbalance Trading Simulation R Code☆16Updated 6 years ago
- Market making strategy example☆28Updated 4 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Updated 5 years ago