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advanced-algorithmic-trading

The book <Advanced Algorithmic Trading> and its source code

algobot

An algorithmic trading robot written in Python.

avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

avellaneda-stoikov-1

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

backtrader_template

Basic template for managing Backtrader backtests.

coincheck-sniper

A Simple Penny-Jumping strategy for CoinCheck.jp

deeplearningfortsf

深度学习以进行时间序列预测

gamma-ray

High frequency trading bot for crypto currencies

hawkes

Python class for generation and parameter estimation of multivariate Hawkes processes

hft

High Frequency Market Making

hft-1

High Frequency Trading Strategies

hft_bitcoin

Analysis of High Frequency Trading on Bitcoin exchanges

high-frequency

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

high-frequency-data---limit-order-books

Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.

krypto-trading-bot

Self-hosted crypto trading bot (automated high frequency market making) written in C++

lightning

Framework for Quantitative Finance and Algorithmic Trading

lightning-rs

Framework for Quantitative Finance and Algorithmic Trading

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

基于LSTM的时间序列预测研究

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

optimalexecution_stochastic_control

This is for the capstone project "Optimal Execution of a VWAP order".

order-execution-strategy

Literature survey of order execution strategies implemented in python

order_book

Simulator of a basic order book flow and order execution

ou_noise

Ornstein-Uhlenbeck process simulators and estimators

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

stochastic

Generate realizations of stochastic processes in python.

the-purchase-and-redemption-forecast-challenge-baseline

天池“资金流入流出预测——挑战baseline”的解决方案，线上效果143.5

thin_trait_object

One pointer wide trait objects which are also FFI safe, allowing traits to be passed to/from and implemented by C ABI code.

timeseriesanalysiswithpython

timeseriesforecasting

基于统计学的时间序列预测(AR,ARM).