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hftbacktest Public
Forked from nkaz001/hftbacktestA high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Rust MIT License UpdatedApr 8, 2024 -
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VisualHFT Public
Forked from javifalces/VisualHFTVisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynami…
C# Apache License 2.0 UpdatedNov 13, 2023 -
straddle-algo-banknifty Public
Forked from yashrj25/Entirety-CodesHypothesis Testing 01 - Straddle
Jupyter Notebook UpdatedOct 26, 2023 -
liquid-s4 Public
Forked from raminmh/liquid-s4Liquid Structural State-Space Models
Python Apache License 2.0 UpdatedAug 3, 2023 -
Volatilitiy-Surface-Implied-Volatility-Calibration Public
Forked from Anouerbenhadjyahia/Implied-Volatility-CalibrationCalibrates the Implied Volatility Surface according to the SVI model and extracts the Implied probability density from options
Jupyter Notebook UpdatedJul 22, 2023 -
marketmaking-deribit-marketmaker-rest Public
Forked from CodingNoob234/deribit-marketmaker-restA market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for volatility and directional estimates to adjust the spread and s…
Jupyter Notebook UpdatedJul 21, 2023 -
Someting-with-transaction-cost-Monte-Carlo-and-FDM-option-pricing Public
Forked from FaresValet/Monte-Carlo-and-FDM-option-pricingFinance
Jupyter Notebook UpdatedJul 14, 2023 -
EURUSD-Forecast-SARIMAX Public
Forked from GeorgeHud50n/EURUSD-Forecast-SARIMAXPython UpdatedJul 13, 2023 -
binance-blsh-lob-bot Public
Forked from actuarialsnail/blsh-lob-botLimit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
Jupyter Notebook UpdatedMar 20, 2023 -
blueshift-demo-strategies Public
Forked from QuantInsti/blueshift-demo-strategiesRepository of demo strategies for the Blueshift platform
Python UpdatedMar 5, 2023 -
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Binance-Cryptoradar Public
Forked from noahverner1995/CryptoradarA Python repository focused on applying Data Science to cryptocurrency trading on Binance Exchange
Python MIT License UpdatedFeb 9, 2023 -
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stable-diffusion Public
Forked from CompVis/stable-diffusionA latent text-to-image diffusion model
Jupyter Notebook Other UpdatedJan 1, 2023 -
SABR_Volatility_Arbitrage Public
Forked from yuba316/SABR_Volatility_ArbitrageA 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
Python UpdatedDec 26, 2022 -
Volatility-Surface-Crypto-Options Public
Forked from alexanderkudryashov3/Crypto-OptionsCrypto-Options Volatility Surface Calibration and Arbitrage
Jupyter Notebook UpdatedDec 26, 2022 -
Volatility-Term-Structure-Strategy Public
Forked from dannyrussell53/VRPBacktesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure
Python UpdatedDec 20, 2022 -
example-hftish Public
Forked from alpacahq/example-hftishExample Order Book Imbalance Algorithm
Python UpdatedDec 8, 2022 -
US_SectorsLongShort Public
Forked from satyapravin/US_SectorsLongShortA long short strategy on US sectors (ETF/Future)
Jupyter Notebook UpdatedNov 30, 2022 -
ForecastingVolatility Public
Forked from alexagedah/ForecastingVolatilityComparing the performance of the GARCH(1,1) model and historical volatility, close-to-close volatility, Parkinson volatility, Garman-Klass volatility and Rogers-Satchell volatility in the rolling w…
Python UpdatedSep 30, 2022 -
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StructuralEntropy Public
Forked from satyapravin/StructuralEntropyHedge long only portfolio using structural entropy
Jupyter Notebook UpdatedJul 27, 2022 -
Quantsbin Public
Forked from quantsbin/QuantsbinQuantitative Finance tools
Python MIT License UpdatedJun 21, 2022 -
TriangularArbitrageCryptos Public
Forked from Lakshmi-1212/TriangularArbitrageCryptosJupyter Notebook UpdatedJun 10, 2022 -
This study is done under Dr. Anindya Goswami from IISER Pune as a part of credited semester project in Spring Semester 2022 in IISER Pune.
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Modified-GSDMM Public
This code was implemented while working under the guidance of Prof. Chandra from IIT KGP and I've just modified the original algorithm implemented by original author rwalk.
Python UpdatedMar 29, 2022 -
Narrative-Finance Public
Work Done under Prof. Abhijeet Chandra
Jupyter Notebook Apache License 2.0 UpdatedMar 12, 2022 -
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This project was carried under Dr. Suman Saurabh from IIT Kanpur as a part of Summer Project in 2021.
2 UpdatedMar 12, 2022