Pinned Repositories
-Avellaneda-Stoikov-Strategy-
Simulating High Frequency Avellaneda-Stoikov MM model
AlgoTrading
Simulation of AlgoTrading Strategy
AlgoTrading2
Amazon_DeepLOB_forecast_tick_prediction
Experimenting with DeepLOB model and LOBSTER data...
Delta-Hedging-of-European-Calls
Delta-Hedging of European Calls (Underlying asset follows Black Scholes Dynamics)
Jane-Street-Market-Prediction-Neural-Network
Developing a simple ANN using PyTorch with incremental learning, to predict returns on various financial instruments. The performance of the model is evaluated using a modified weighted R2 score averaged over a large number of validation sets.
rlfinance
The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance
andrewcode98's Repositories
andrewcode98/-Avellaneda-Stoikov-Strategy-
Simulating High Frequency Avellaneda-Stoikov MM model
andrewcode98/Delta-Hedging-of-European-Calls
Delta-Hedging of European Calls (Underlying asset follows Black Scholes Dynamics)
andrewcode98/Amazon_DeepLOB_forecast_tick_prediction
Experimenting with DeepLOB model and LOBSTER data...
andrewcode98/Jane-Street-Market-Prediction-Neural-Network
Developing a simple ANN using PyTorch with incremental learning, to predict returns on various financial instruments. The performance of the model is evaluated using a modified weighted R2 score averaged over a large number of validation sets.
andrewcode98/AlgoTrading
Simulation of AlgoTrading Strategy
andrewcode98/AlgoTrading2
andrewcode98/rlfinance
The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance