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openalgo

openAlgo is a publically shared repository for various work product germane to algorithms and the high frequency low latency electronic trading space with a bias toward exchange traded futures and options.

opensource-hft

optimal-hft-guilbaud-pham

Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Guilbaud and Pham.

optimal-market-making

Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"

optimalhft

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

optiver-ready-trader-go

Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

optiver_rtg_workshop

Learn to build an autotrader with Optiver's Ready Trader Go Simulator

order_imbalance_hft

非平衡订单流高频交易模型

orderbook-delta-bot

A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.

orderimbalance

Order Imbalance Strategy in High Frequency Trading

peetcrypto-freqtrade-stuff

Strategies for Freqtrade

permutationentropy

A simple python implementation of permutation entropy.

portfoliolab

PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

power-law-distribution-lead-lag-effect-and-investment-strategies-in-stock-markets

psychictrader

PsychicTrader is a cutting-edge crypto predictor leveraging the power of Associative Remote Viewing (ARV). By correlating user-described future visions with a diverse set of images from the COCO dataset, it predicts potential top-performing cryptocurrencies, executes trades based on these predictions, and provides post-trade feedback to users.

pystrategies

Deep learning framework for HFT algorithmic trading strategy development

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.

quant-finance-lectures

Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

quant-learning

:books: Quant 教程整理

quantconnect-trading-strategies

Forex & Equities Trading Strategies using Machine Learning, Deep Learning and Statistical Techniques

quantfabric

QuantFabric主项目

rapidtrader

A low-latency, high-throughput order matching system implementation.

rat

DLF

ready-trader-go

Autotrader Sourcecode for team hbxql

readytradergo

reinforcement-learning-for-market-making

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

research

Open sourced research notebooks by the QuantConnect team.

scalping-day-trading-strategy-

Scalping day trading strategy

semi-static-conditions

Branch Optimisation for High-frequency Trading

short-term_momentum_strategy

Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University of Zurich, FS 2018.