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rexrex6009's Projects

algobot icon algobot

An algorithmic trading robot written in Python.

avellaneda-stoikov-1 icon avellaneda-stoikov-1

Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

dq-mm icon dq-mm

Deep Q-Learning for Market Making

drlformm icon drlformm

This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model"

hawkes icon hawkes

Python class for generation and parameter estimation of multivariate Hawkes processes

hft icon hft

High Frequency Market Making

hft-1 icon hft-1

High Frequency Trading Strategies

hft_bitcoin icon hft_bitcoin

Analysis of High Frequency Trading on Bitcoin exchanges

high-frequency icon high-frequency

High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)

jd_tools icon jd_tools

薅羊毛小工具 互助讨论群 QQ 1060458018

leetcode-master icon leetcode-master

《代码随想录》LeetCode 刷题攻略:200道经典题目刷题顺序,共60w字的详细图解,视频难点剖析,50余张思维导图,支持C++,Java,Python,Go,JavaScript等多语言版本,从此算法学习不再迷茫!🔥🔥 来看看,你会发现相见恨晚!🚀

lob-feature-analysis icon 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.

lstm icon lstm

Minimal, clean example of lstm neural network training in python, for learning purposes.

machine-learning-market-maker icon machine-learning-market-maker

Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das

options-market-making icon options-market-making

A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging

order_book icon order_book

Simulator of a basic order book flow and order execution

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