xushanthu-2014 / imc_prosperity_trading_botLinks
a copy of our trading bot in the IMC prosperity trading competition
☆12Updated 2 years ago
Alternatives and similar repositories for imc_prosperity_trading_bot
Users that are interested in imc_prosperity_trading_bot are comparing it to the libraries listed below
Sorting:
- Utilities for back testing code related to the IMC prosperity challenge 2023.☆45Updated 2 years ago
- This repository contains our solution to the IMC Prosperity Challenge☆49Updated 2 years ago
- My IMC Prosperity 2 code (9th place)☆110Updated last year
- Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023☆198Updated 2 years ago
- Code for the IMC-prosperity competition.☆42Updated 2 years ago
- IMC Prosperity 2 algorithm visualizer☆52Updated last year
- Detailed write-ups for manual trading challenges in IMC Prosperity 2☆57Updated last year
- Backtester for IMC Prosperity 2 algorithms☆60Updated last year
- Our solution for IMC Prosperity 2 (Overall Rank 13)☆54Updated last year
- Implementation of various market making and trading strategies for the IMC Prosperity Trading Challenge 2023☆11Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆88Updated 2 years ago
- research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2☆187Updated last year
- Backtester for IMC Prosperity 3 algorithms☆95Updated 6 months ago
- Command-line submitter for IMC Prosperity 3 algorithms☆15Updated 7 months ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆328Updated 3 weeks ago
- Study resources for quantitative finance☆205Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆267Updated this week
- HFT signals on GDAX☆111Updated 7 years ago
- A collection of homeworks of market microstructure models.☆266Updated 7 years ago
- Command-line submitter for IMC Prosperity 2 algorithms☆11Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆188Updated 2 months ago
- High-frequency statistical arbitrage☆231Updated 2 years ago
- real high-frequency-trading system based on c++☆109Updated 6 years ago
- High Frequency Market Making☆600Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆134Updated last year
- volatility arbitrage in Heston model☆63Updated 7 months ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆203Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆520Updated 3 years ago
- Implementation of the vanilla Deep Hedging engine☆296Updated 2 years ago
- Signal processing examples in python☆157Updated 5 years ago