Pinned Repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
algotrading-example
multi order book algo for MM # algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
api-connectors
Libraries for connecting to the Bybit API.
Avellaneda-Stoikov
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
avellaneda_stoikov_mm
My implementation of Avellaneda-stoikov market making model
AvellanedaStoikov
AS model performance versus trivial delta for market-makers
Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
awesome_hft_factors
PriceDance's Repositories
PriceDance/awesome_hft_factors
PriceDance/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
PriceDance/algotrading-example
multi order book algo for MM # algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
PriceDance/avellaneda_stoikov_mm
My implementation of Avellaneda-stoikov market making model
PriceDance/Awesome-Text-to-Image
(ෆ`꒳´ෆ) A Survey on Text-to-Image Generation/Synthesis.
PriceDance/bybit_scalp_bot
Simple scalp bot for Bybit USDT Perpetual futures
PriceDance/bybit_scalp_bot_v2
Simple bybit scalp bot v2 (with binance data to check moving averages)
PriceDance/c-binance-future-quant
低成本，高效率，简单实现的币安合约量化系统架构
PriceDance/Daily-Frequency-Quant
Automatic factor mining and constructing
PriceDance/HFT
High Frequency Market Making
PriceDance/hftbacktest
high frequency trading backtesting tool of limit orders and the queue position based on full trade/orderbook tick data
PriceDance/hummingbot
Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain
PriceDance/llm-course
Course to get into Large Language Models (LLMs) with roadmaps and Colab notebooks.
PriceDance/machine-learning-for-trading
alpha factor lib / Code for Machine Learning for Algorithmic Trading, 2nd edition.
PriceDance/martin-binance
Free trading system for crypto exchanges SPOT market. Adaptive customizable reverse grid strategy based on martingale.
PriceDance/mean_reversion_strategies
Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
PriceDance/ML-HFT
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
PriceDance/mmpy
Market Making in Python
PriceDance/momentum_signals
Basic analysis of executed trades and orderbook data to produce trade signals based on found imbalance.
PriceDance/notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
PriceDance/pybit
Official Python3 API connector for Bybit's HTTP and WebSockets APIs.
PriceDance/Quantitative-analysis
量化研究-券商金工研报复现
PriceDance/Scalping_S1
PriceDance/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.
PriceDance/stationarity
Calculate stationarity of market prices.
PriceDance/tr8dr.github.io
Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets
PriceDance/universal-portfolios
Collection of algorithms for online portfolio selection
PriceDance/veighna_strategy
Elite策略库
PriceDance/WeChatMsg
提取微信聊天记录，将其导出成HTML、Word、CSV文档永久保存，对聊天记录进行分析生成年度聊天报告
PriceDance/XWZYC
Config files for my GitHub profile.