xurendong / derivxLinks
DerivX Core Library
☆20Updated last year
Alternatives and similar repositories for derivx
Users that are interested in derivx are comparing it to the libraries listed below
Sorting:
- High Frequency Trading Strategies☆48Updated 8 years ago
- 众人的因子回测框架 stock factor test☆29Updated last week
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆17Updated last year
- Alpha研究平台☆21Updated 4 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- ☆20Updated 4 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Optimal high-frequency market making strategy☆24Updated 11 months ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- from for/if/else to my first option back-test function☆20Updated 5 years ago
- 雪球结构产品定价☆29Updated 2 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆65Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆112Updated last year
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- 多因子模型相关☆22Updated 4 years ago
- ☆24Updated 5 years ago
- tools for alpha research☆23Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- Demonstrative examples for developing quantitative and systematic strategies☆37Updated 2 years ago
- ☆24Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Python Data Analysis and Financial Calculation☆66Updated 6 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆30Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 2 years ago
- ☆25Updated 9 years ago