avellaneda-stoikov
github.comReplication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
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Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
Detecting Frauds in Online Transactions using Anamoly Detection Techniques Such as Over Sampling and Under-Sampling as the ratio of Frauds is less than 0.00005…
Port of winning www.quantcup.org competition entry (implementing a fast stock exchange matching engine for an HFT bot) from C to Go
HFT, A high-frequency trading simulation package in R
DynamicSocialNetworkFraudDetection is a project focused on financial fraud detection in dynamic social networks using graph neural networks. The goal of this…
Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks to construct an…
Detect Fraudulent Credit Card transactions using different Machine Learning models and compare performances
In this solution, we offer a novel approach to sustainable finance by combining NLP techniques and news analytics to extract key strategic ESG initiatives…
FX system trade simulation programs using machine learning methods
Neural Network for HFT-trading [experimental]
High-throughput / low-latency C++ application framework
Library for algorithmic trading
A library for parsing FIX (Financial Information eXchange) protocol messages.
Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
HoloScope: Topology-and-Spike Aware Fraud Detection
High-frequency trading in a limit order book
Fraud Detection model build with Python (numpy, scipy, pandas, scikit-learn), based on anonymized credit card transactions. The dataset is publicly available…
trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the…
Sample code demonstrating OpenAPI interactions in JavaScript
DATE: Dual Attentive Tree-aware Embedding for Customs Frauds Detection
Public repository by anthonyng2. Primary language: Jupyter Notebook.
Implementations of FX trading with RRL
High performance and low latency Exchange Collections written in Java
WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series
Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies
Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]
HFT meets Blockchain in Java platform
HFT meets Blockchain in Java platform
Stevens High Frequency Trading (SHIFT) Simulation System - Python Client
Python library for high frequency portfolio analysis, intraday backtesting and optimization
Tuning XGBoost hyper-parameters with Simulated Annealing
The PyTorch implementation for "BERT4ETH: A Pre-trained Transformer for Ethereum Fraud Detection"
This is the source code for the Credit Card Fraud Detection Project in Machine Learning.
Fraud Detection using ensemble of Statistical, Network analysis and Machine learning approach.
High frequency AI based algorithmic trading module.
Trading Server for advanced orders, HFT, AI trading via the CryptoControl Terminal