vedantk281007's starred repositories
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
StockPredictionRNN
High Frequency Trading Price Prediction using LSTM Recursive Neural Networks
High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
crypto-arbitrage-framework
A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.
stockindex500
Trend Prediction for High Frequency Trading
HFT-price-prediction
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
hummingbot
Open source software that helps you create and deploy high-frequency crypto trading bots
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.
stocknet-code
Code for stock movement prediction from tweets and historical stock prices.
stocknet-dataset
A comprehensive dataset for stock movement prediction from tweets and historical stock prices.
stocksight
Stock market analyzer and predictor using Elasticsearch, Twitter, News headlines and Python natural language processing and sentiment analysis
QuantResearch
Quantitative analysis, strategies and backtests
awesome-deep-trading
List of awesome resources for machine learning-based algorithmic trading
algotrading
Algorithmic trading framework for cryptocurrencies.
quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
deep-quant
Deep learning for forecasting company fundamental data
AutoTrader
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
Deep-Reinforcement-Stock-Trading
A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.
deep_trader
This project uses reinforcement learning on stock market and agent tries to learn trading. The goal is to check if the agent can learn to read tape. The project is dedicated to hero in life great Jesse Livermore.
Deep-Convolution-Stock-Technical-Analysis
Uses Deep Convolutional Neural Networks (CNNs) to model the stock market using technical analysis. Predicts the future trend of stock selections.
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.
OrderImbalance
Order Imbalance Strategy in High Frequency Trading
Sentiment-Analysis-in-Event-Driven-Stock-Price-Movement-Prediction
Use NLP to predict stock price movement associated with news