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noa Public
Forked from grinisrit/noaDerivatives pricing and hedging
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DeribitDataScrapper Public
Forked from Molozey/DeribitDataScrapperСкрипты для загрузки исторических данных для Deribit
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hftbacktest Public
Forked from nkaz001/hftbacktestA high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Python MIT License UpdatedDec 10, 2023 -
pfhedge Public
Forked from masanorihirano/pfhedgePyTorch-based framework for Deep Hedging
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hft-market-making Public
Implementation of HFT backtesting simulator and Stoikov strategy
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dolmatovas-HFT Public
Forked from dolmatovas/HFTExchange simulator from this repo is used in hft-market-making project
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importance-sampling-2022 Public
Forked from cmf-team/importance-sampling-2022Creating, training and backtesting of VaR and ES models based on Importance Sampling
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research_public Public
Forked from quantopian/research_publicQuantitative research and educational materials
Jupyter Notebook UpdatedNov 3, 2020