Alternatives and similar repositories for High-Frequency:

Users that are interested in High-Frequency are comparing it to the libraries listed below

• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆197Updated 2 years ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆105Updated 6 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆105Updated last year
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆41Updated 4 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆37Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆40Updated last year
• dummydoo / Advanced-Algorithmic-Trading
  The book <Advanced Algorithmic Trading> and its source code
  ☆58Updated 7 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆41Updated 7 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆82Updated 3 years ago
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆116Updated last month
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆137Updated 4 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆55Updated 11 months ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆49Updated 2 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆107Updated 6 years ago
• jiangtiantu / quanthub
  ☆37Updated 2 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆77Updated 5 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• STHSF / alpha101
  101 alpha factors calculate based on Alpha101
  ☆117Updated 5 years ago
• jifengthu / awesome_hft_factors
  ☆23Updated 2 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆88Updated 5 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆58Updated 4 years ago
• cuicanyeah / Alpha-Generation
  ☆26Updated last year
• xcycharles / stock
  stock
  ☆84Updated 3 years ago
• phonegapX / bt-ctpbee-store
  backtrader接入国内期货实盘交易
  ☆65Updated 3 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆63Updated last month
• Scorpi000 / QSDoc
  Quant Studio Document
  ☆24Updated 3 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆128Updated 6 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆111Updated last year