pricedance Goto Github PK

adv_fin_ml_exercises

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

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.

algotrading-example

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

api-connectors

Libraries for connecting to the Bybit API.

avellaneda-stoikov

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

avellaneda_stoikov_mm

My implementation of Avellaneda-stoikov market making model

avellanedastoikov

AS model performance versus trivial delta for market-makers

awesome-quant-machine-learning-trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

awesome-text-to-image

(ෆ`꒳´ෆ) A Survey on Text-to-Image Generation/Synthesis.

awesome_hft_factors

bybit_scalp_bot

Simple scalp bot for Bybit USDT Perpetual futures

bybit_scalp_bot_v2

Simple bybit scalp bot v2 (with binance data to check moving averages)

c-binance-future-quant

低成本，高效率，简单实现的币安合约量化系统架构

crypto-trading

Pairs Trading using Co-integrated Cryptocurrency Pairs

daily-frequency-quant

Automatic factor mining and constructing

financial-machine-learning

A curated list of practical financial machine learning tools and applications.

hft

High Frequency Market Making

hftbacktest

high frequency trading backtesting tool of limit orders and the queue position based on full trade/orderbook tick data

high-frequency

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

hummingbot

Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain

llm-course

Course to get into Large Language Models (LLMs) with roadmaps and Colab notebooks.

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

alpha factor lib / Code for Machine Learning for Algorithmic Trading, 2nd edition.

macic_macro

MacIC 2018-2019 Macroeconomic Team

market-making-backtest

algo trading backtesting on BitMEX

market-making-with-crypto

very useful MM code

market_maker

martin-binance

Free trading system for crypto exchanges SPOT market. Adaptive customizable reverse grid strategy based on martingale.

mean_reversion_strategies

Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.

mirc_2019

MIRC Team for the 2018/2019 year