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High Frequency Trading

adamant-tradebot

Free software for cryptocurrency projects and exchanges. Makes trade volume, maintains spread and liquidity, set price range, and builds live-like dynamic order book.

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

ai-generated-characters

AI-generated-character

ai_for_trading_nanodegree_trading_with_momentum_project

Implementing a momentum trading strategy and testing its profitability. For Udacity's AI for Trading Nanodegree.

ailabx

AI量化实验室，专注将前沿人工智能技术(深度学习/强化学习/知识图谱)应用于金融量化投资。

algo-trader-tool-suite

Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms

algorithmictrading

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

algose-sdk-cpp

AlgoSE引擎C++开发包

algotrading

Algorithmic trading framework for cryptocurrencies.

algotrading-example

algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

all-candlestick-pattern-indicators

All candlestick patterns indicator (所有技术形态指标) in TradingView

alphahunter

异步事件驱动/量化交易/做市系统/策略研究/策略回测

alphatrading

An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.

analytic_shrinkage

Non-Linear Covariance Shrinkage

applying-the-stereoscopic-portfolio-optimization-spo-framework-to-an-intraday-statistical-arbitrage

Repo of blog post created for QuantInsti entitled"Applying the Stereoscopic Portfolio Optimization(SPO) Framework to an Intraday Statistical Arbitrage Strategy". Provides introduction and walkthrough of the idea of the SPO Framework, data used in blog post(fundamental and price) as well as the original paper I wrote introducing the idea of the SPO Framework as a solution to the portfolio optimization problem.

arbitrage

EC330: Currency exchange code which connects to the server developed by Professor Ari Trachtenburg

arbitrage-currency

• Constructed Clique graph for currencies • Applied Bellman Ford algorithm to find negative cycle (Profit) in graph

arbitrage-opportunity-monitor

This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stock market.

arbitrage-opportunity-tracker

Track order book depth levels for arbitration opportunities using CCXT Pro

arbitrage_bot

A Cryptocurrency Arbitrage bot written in C++ for detecting price differences between Korean exchanges and Binance

arbitragerepair

Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

asr-contract

https://arxiv.org/pdf/1312.5617.pdf

atgfe

Automated Transparent Genetic Feature Engineering

atomic-potentials

automated_trading

High Frequency Trading (HFT) done using the Alpaca Trade API and Python.

autotrader

A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

avellaneda-stoikov-implementation

An implementation of Avellaneda-Stoikov market making model after reading the seminal paper

awesome-chatgpt-prompts

This repo includes ChatGPT prompt curation to use ChatGPT better.