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Pinned

  1. hft-market-making hft-market-making Public

    Implementation of HFT backtesting simulator and Stoikov strategy

    Jupyter Notebook 70 24

  2. dolmatovas-HFT dolmatovas-HFT Public

    Forked from dolmatovas/HFT

    Exchange simulator from this repo is used in hft-market-making project

    HTML 6

  3. noa noa Public

    Forked from grinisrit/noa

    Derivatives pricing and hedging

    C++ 1

  4. pfhedge pfhedge Public

    Forked from masanorihirano/pfhedge

    PyTorch-based framework for Deep Hedging

    Python 2 1

  5. importance-sampling-2022 importance-sampling-2022 Public

    Forked from cmf-team/importance-sampling-2022

    Creating, training and backtesting of VaR and ES models based on Importance Sampling

    Python 1