xurendong / derivxView external linksLinks
DerivX Core Library
☆20Sep 12, 2024Updated last year
Alternatives and similar repositories for derivx
Users that are interested in derivx are comparing it to the libraries listed below
Sorting:
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 2 years ago
- ☆10Nov 29, 2019Updated 6 years ago
- Just another backtester☆22Aug 27, 2025Updated 5 months ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- Order Flow Indicator Inspired by Inner Circle Trader☆13Apr 19, 2023Updated 2 years ago
- A simple implementation of HFT (High-Frequency Trading) in Python on the concept of DQN for forex market☆13Jul 11, 2022Updated 3 years ago
- Tushare数据源,网格策略,年化轻松10%以上;Grid Trading with Tushare; Annual Percentage Rate >10% tested on Ping An Insurance(Group)Company of China sinc…☆12Apr 18, 2021Updated 4 years ago
- LightGBM Baseline Model for Quant Trading☆10Jan 11, 2019Updated 7 years ago
- High Frequency Market Making: Optimal Quoting☆15Mar 20, 2023Updated 2 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆16Dec 19, 2019Updated 6 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 4 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆19Sep 29, 2023Updated 2 years ago
- Order Imbalance Trading Simulation R Code☆16Sep 9, 2019Updated 6 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- This projects explores Machine Learning, how I apply it to day trading ES E-mini futures contract, and Sierra Charts☆20Aug 18, 2023Updated 2 years ago
- Asynchronous event I/O driven quantitative trading framework.☆20Mar 15, 2021Updated 4 years ago
- rewrite quantaxis in rust / backtest/ trading/☆19Jun 29, 2023Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆21Jan 11, 2023Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆22Jun 24, 2022Updated 3 years ago
- c++, low-latency in-porcess communication via mmap☆49Jun 14, 2019Updated 6 years ago
- This project aims to select a supervised algorithm that can predict stock prices basing on historical data and use the predictor generate…☆19Dec 15, 2018Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Jul 20, 2021Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Aug 10, 2022Updated 3 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆22Feb 25, 2024Updated last year
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Apr 23, 2024Updated last year
- 量化投资学习过程中的开源内容☆61Jan 31, 2023Updated 3 years ago
- Zipline, a Pythonic Algorithmic Trading Library☆31Nov 14, 2025Updated 3 months ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- ☆24Apr 23, 2020Updated 5 years ago
- Gym environment which simulates intraday trading☆28Feb 9, 2022Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72May 9, 2016Updated 9 years ago
- Daily Volatility trading strategies on Equity Options☆18Updated this week
- R package for high frequency time series data management☆66Jan 20, 2026Updated 3 weeks ago