implementation-shortfall

Here are 2 public repositories matching this topic...

ismailfer / spring-boot-crypto-execution-algo-client

Spring Boot Crypto Execution Algorithms Web Client

mysql spring-boot sniper jsp rest-api websocket-server websockets sockjs ajax websocket-client peg algorithmic-trading dma vwap stomp-client spring-boot-mvc twap arrival-price implementation-shortfall

Updated Dec 2, 2022
Java

ariamousavifar / market-microstructure

Star

Execution research platform: Maslov LOB simulator, HMM/KMeans regime detection, VWAP/POV scheduling, and a paired-significance harness with shuffled-label negative controls. Finds no measurable benefit from regime conditioning on this data.

python hmm time-series trading quantitative-finance hidden-markov-model algorithmic-trading limit-order-book financial-markets backtesting market-microstructure vwap execution-algorithms implementation-shortfall regime-detection

Updated Aug 9, 2026
Python

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