400 skills found · Page 4 of 14
kkanagal / MSE448ProjectMarket Making / Stat Arb strategy
bideeen / Building A Trading Strategy With Pythontrading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the reversion strategy. Firstly, the momentum strategy is also called divergence or trend trading. When you follow this strategy, you do so because you believe the movement of a quantity will continue in its current direction. Stated differently, you believe that stocks have momentum or upward or downward trends, that you can detect and exploit. Some examples of this strategy are the moving average crossover, the dual moving average crossover, and turtle trading: The moving average crossover is when the price of an asset moves from one side of a moving average to the other. This crossover represents a change in momentum and can be used as a point of making the decision to enter or exit the market. You’ll see an example of this strategy, which is the “hello world” of quantitative trading later on in this tutorial. The dual moving average crossover occurs when a short-term average crosses a long-term average. This signal is used to identify that momentum is shifting in the direction of the short-term average. A buy signal is generated when the short-term average crosses the long-term average and rises above it, while a sell signal is triggered by a short-term average crossing long-term average and falling below it. Turtle trading is a popular trend following strategy that was initially taught by Richard Dennis. The basic strategy is to buy futures on a 20-day high and sell on a 20-day low. Secondly, the reversion strategy, which is also known as convergence or cycle trading. This strategy departs from the belief that the movement of a quantity will eventually reverse. This might seem a little bit abstract, but will not be so anymore when you take the example. Take a look at the mean reversion strategy, where you actually believe that stocks return to their mean and that you can exploit when it deviates from that mean. That already sounds a whole lot more practical, right? Another example of this strategy, besides the mean reversion strategy, is the pairs trading mean-reversion, which is similar to the mean reversion strategy. Whereas the mean reversion strategy basically stated that stocks return to their mean, the pairs trading strategy extends this and states that if two stocks can be identified that have a relatively high correlation, the change in the difference in price between the two stocks can be used to signal trading events if one of the two moves out of correlation with the other. That means that if the correlation between two stocks has decreased, the stock with the higher price can be considered to be in a short position. It should be sold because the higher-priced stock will return to the mean. The lower-priced stock, on the other hand, will be in a long position because the price will rise as the correlation will return to normal. Besides these two most frequent strategies, there are also other ones that you might come across once in a while, such as the forecasting strategy, which attempts to predict the direction or value of a stock, in this case, in subsequent future time periods based on certain historical factors. There’s also the High-Frequency Trading (HFT) strategy, which exploits the sub-millisecond market microstructure. That’s all music for the future for now; Let’s focus on developing your first trading strategy for now! A Simple Trading Strategy As you read above, you’ll start with the “hello world” of quantitative trading: the moving average crossover. The strategy that you’ll be developing is simple: you create two separate Simple Moving Averages (SMA) of a time series with differing lookback periods, let’s say, 40 days and 100 days. If the short moving average exceeds the long moving average then you go long, if the long moving average exceeds the short moving average then you exit. Remember that when you go long, you think that the stock price will go up and will sell at a higher price in the future (= buy signal); When you go short, you sell your stock, expecting that you can buy it back at a lower price and realize a profit (= sell signal). This simple strategy might seem quite complex when you’re just starting out, but let’s take this step by step: First define your two different lookback periods: a short window and a long window. You set up two variables and assign one integer per variable. Make sure that the integer that you assign to the short window is shorter than the integer that you assign to the long window variable! Next, make an empty signals DataFrame, but do make sure to copy the index of your aapl data so that you can start calculating the daily buy or sell signal for your aapl data. Create a column in your empty signals DataFrame that is named signal and initialize it by setting the value for all rows in this column to 0.0. After the preparatory work, it’s time to create the set of short and long simple moving averages over the respective long and short time windows. Make use of the rolling() function to start your rolling window calculations: within the function, specify the window and the min_period, and set the center argument. In practice, this will result in a rolling() function to which you have passed either short_window or long_window, 1 as the minimum number of observations in the window that are required to have a value, and False, so that the labels are not set at the center of the window. Next, don’t forget to also chain the mean() function so that you calculate the rolling mean. After you have calculated the mean average of the short and long windows, you should create a signal when the short moving average crosses the long moving average, but only for the period greater than the shortest moving average window. In Python, this will result in a condition: signals['short_mavg'][short_window:] > signals['long_mavg'][short_window:]. Note that you add the [short_window:] to comply with the condition “only for the period greater than the shortest moving average window”. When the condition is true, the initialized value 0.0 in the signal column will be overwritten with 1.0. A “signal” is created! If the condition is false, the original value of 0.0 will be kept and no signal is generated. You use the NumPy where() function to set up this condition. Much the same like you read just now, the variable to which you assign this result is signals['signal'][short_window], because you only want to create signals for the period greater than the shortest moving average window! Lastly, you take the difference of the signals in order to generate actual trading orders. In other words, in this column of your signals DataFrame, you’ll be able to distinguish between long and short positions, whether you’re buying or selling stock.
karma0 / NombotCryptocurrency Trading Bot
al1enjesus / Polymarket Whales🐋 Real-time whale trade tracker for Polymarket — get terminal alerts + Telegram notifications when smart money moves
tspooner / Rmm.arlRobust Market Making via Adversarial Reinforcement Learning
sameerlal / OMakeMeAMarketOCaml Market Making Game (SEE PYTHON VERSION)
melihbodur / Bitcoin Analysis Python Bitcoin is widely used cryptocurrency for digital market. It is decentralised that means it is not own by government or any other company.Transactions are simple and easy as it doesn’t belong to any country.Records data are stored in Blockchain.Bitcoin price is variable and it is widely used so it is important to predict the price of it for making any investment.This project focuses on the accurate prediction of cryptocurrencies price using neural networks. We’re implementing a Long Short Term Memory (LSTM) model using keras; it’s a particular type of deep learning model that is well suited to time series data (or any data with temporal/spatial/structural order e.g. movies, sentences, etc.).We have used different activation function for analysing the efficiency of the system.Instead of historical data we are using live streaming data for better accuracy.
serkor1 / CryptoQuotescryptoQuotes is an R package for retrieving historical and real-time cryptocurrency market data from multiple exchanges. It offers an easy-to-use interface for accessing price quotes, trading volumes, and market data, making it valuable for analysts, developers, and crypto enthusiasts.
gelatotrade / Hyperliquid Outcome Market Making Bot No description available
beibei030 / Grid FleetMulti-venue neutral perpetual grid fleet (Extended, RISEx, Decibel) + overview dashboard. Production-aligned strategy & fleet maintenance.
tradeparadex / QuantZoneMarket Making Strategy for Paradex Perpetuals
darkty0x / Solana Volume SDKSDK to be used to generate trading volume and market making through various of AMMs on Solana
pe049395 / Market MakingRepository for market making ideas
ESkripichnikov / Market MakingReinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, comparing them with baseline approaches and conducting experiments on real-world data.
manifoldmarkets / Market MakerA market-making bot for Manifold's prediction markets
nimblehq / Nimble Crypto IosThis is an sample Crypto market prices ap built with SwiftUI and modularization architecture. The application data is making use of the free APIs provided by Coingecko.
Drakkar-Software / OctoBot Market MakingCrypto market making strategy automation software for MEXC, Bitmart, Binance and 15+ exchanges based on OctoBot and available as an open source trading bot.
haohaoi34 / Nexus Trade BotNexus Trade Bot is an open-source millisecond-level high-frequency crypto market-making and grid trading system for major exchanges, with web console, automated order management, WebSocket sync, risk controls and one-click server deployment. 开源毫秒级高频加密货币做市与网格交易系统，支持主流交易所、网页控制台、自动挂单、风控、自托管部署。
lcsrodriguez / OptimalHFTHFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
Leo-Hawking / IMC Prosperity 4 ReviewIMC Prosperity 4 algorithmic trading retrospective: strategies, backtester, market microstructure analysis, and round-by-round research notes. Top 0.5% overall.
