oscarm417

Oscar Morales's starred repositories

SyBrain

Scalping Trading Unit and Machine Learning using BitMEX API

Language:PythonGPL-3.05400

example-scalping

A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio

Language:Python75100

Decision-making-in-Finance

Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market

Language:Python1200

law-on-the-market

Law on the Market? Abnormal Stock Returns and Supreme Court Decision-Making

Language:Jupyter Notebook900

Risk-Management-Dashboard

2021 PRIMA Risk Management Challenge: Creation of a working dashboard derived from the National Australia Bank case reporting both the risk and performance of an options market making desk.

100

options-market-making

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

Language:Python6200

hft-avellaneda

High-frequency trading in a limit order book

Language:Python5300

Avellaneda-Stoikov

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

Language:Python13000

coinbase-exchange-order-book

Real-time Coinbase Exchange (GDAX) order book + basic market maker bot

Language:PythonBSD-2-Clause22500

quant_trading_echan_book

Notes for the Book Quantitative Trading by Ernie Chan

Language:HTML4200

tda-api

A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.

Language:PythonMIT125900

py4at

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

Language:Jupyter NotebookNOASSERTION65500

HFT-Orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

Language:CMIT98000

orderbook

Matching Engine for Limit Order Book in Golang

Language:GoMIT41600

CppTrader

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

Language:C++MIT77800

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.

Language:Jupyter Notebook188100

Advanced-Deep-Trading

Mostly experiments based on "Advances in financial machine learning" book

Language:Jupyter Notebook53600

trading-bot

Code seen in Cryptocurrency Trading YouTube video here: https://youtu.be/fpqzXgZjSqM

Language:Python40100

Crypto-Signal

Github.com/CryptoSignal - Trading & Technical Analysis Bot - 4,100+ stars, 1,100+ forks

Language:PythonMIT480200

Awesome-Quant-Machine-Learning-Trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

260100

tribeca

A high frequency, market making cryptocurrency trading platform in node.js

Language:TypeScriptNOASSERTION398400

viabtc_exchange_server

A trading engine with high-speed performance and real-time notification

Language:CMIT267000

Free, open-source crypto trading bot, automated bitcoin / cryptocurrency trading software, algorithmic trading bots. Visually design your crypto trading bot, leveraging an integrated charting system, data-mining, backtesting, paper trading, and multi-server crypto bot deployments.

Language:JavaScriptApache-2.0402200