In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders is captured by the limit order book (LOB). In this project, we explored the LOB data and gain insight on stock price movements at the millsecond scale.
☆10Mar 30, 2016Updated 10 years ago
Alternatives and similar repositories for HighFreqTransaction
Users that are interested in HighFreqTransaction are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 10 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆17Dec 9, 2016Updated 9 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA☆17Dec 4, 2019Updated 6 years ago
- Python code samples using ta lib for trading strategies☆23Dec 12, 2012Updated 13 years ago
- Reinforcement learning environment for trading☆15Jan 27, 2018Updated 8 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆94Oct 30, 2017Updated 8 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 8 years ago
- ☆40Aug 15, 2017Updated 8 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 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.☆19Oct 27, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A stock trading system that can sell and buy stocks through Tonghuashun platform, mostly for testing strategy in real time using simulati…☆12Feb 8, 2017Updated 9 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- My Quantopian Algorithms for Stock Trading on the Live Market☆11Oct 30, 2016Updated 9 years ago
- Apply different deep learning models to limit order book.☆13Mar 6, 2018Updated 8 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
- A project that uses Reinforcement Learning (Q-Learning) to trade stock.☆10Apr 23, 2017Updated 9 years ago
- ☆13Mar 25, 2023Updated 3 years ago
- Algo trading project with news scraping and Interactive Brokers Python API☆26Sep 14, 2015Updated 10 years ago
- Downloads historical data from Interactive Brokers☆31Nov 20, 2014Updated 11 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Predictions of long/short positions for FX trading done using state-of-the-art image recognition algorithms☆15Mar 29, 2018Updated 8 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆27May 30, 2013Updated 13 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Feb 15, 2023Updated 3 years ago
- DEPRECATED Sample trading strategies for the former Python toolbox. Check new repo at: https://github.com/quantiacs☆50Aug 28, 2018Updated 7 years ago
- Automation of zerodha for HFT☆17Jan 4, 2016Updated 10 years ago
- HFTrader is fully automated high frequency trading system☆97Dec 12, 2012Updated 13 years ago
- Capstone Project for the Machine Learning Nanodegree. Used Deep Q Learning to create an agent that trade stocks.☆16Jul 29, 2016Updated 9 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆70Aug 8, 2017Updated 8 years ago
- Trading platform for high frequency data☆15Nov 12, 2014Updated 11 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- A Java ATS for market-depth-based trading strategies☆41Nov 21, 2015Updated 10 years ago
- A set of script for you to trade any financial product in market☆44May 24, 2023Updated 3 years ago
- Vpin caculation and backtesting☆14Aug 16, 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…☆20Dec 15, 2018Updated 7 years ago