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448project

High Frequency Trading

advanced-algorithmic-trading

The book <Advanced Algorithmic Trading> and its source code

alphalens

Performance analysis of predictive (alpha) stock factors

autojs-docs

Github pages for Auto.js documentations

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

dash-echarts

dash_devices

A fork of plotly/dash to help Dash deal with devices.

datasciencestudynotes

这个仓库保管从（数据科学学习手札69）开始的所有代码、数据等相关附件内容

deep-learning-papers-reading-roadmap

Deep Learning papers reading roadmap for anyone who are eager to learn this amazing tech!

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"

easytrader

提供同花顺客户端/国金/华泰客户端/雪球的基金、股票自动程序化交易以及自动打新，支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件

hft

High Frequency Market Making

hummingbot

Hummingbot: a client for crypto market making

jieba

结巴中文分词

linearmodels

Linear models including instrumental variable estimators and panel data models

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.

machine-learning-for-trading

Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.

marketmaker

Market Maker Strategy Bot.

micropriceindicator

This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data for the Crypto pair ETHBTC. The data was pulled by me from Binance by subscribing to three different streams - Market Trades, Partial Depth and Orderbook Snapshot. Then these were combined to form the order-book and analysis done on the same.

pytdx

Python tdx数据接口

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.

quantlib

The QuantLib C++ library

resume

sample-market-maker

Sample BitMEX Market Making Bot

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.

snownlp

Python library for processing Chinese text

statsmodels

Statsmodels: statistical modeling and econometrics in Python

strategist

Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.

ta-lib

Python wrapper for TA-Lib (http://ta-lib.org/).