HFT-strategies
Unverified ML strategy on Indices by tomoyoshki. BotFinder score 18 out of 100.
High Frequency Trading strategies.
Source: github
BotFinder analysis pending.
HFT-strategies
High Frequency Trading Strategies Team Members - Ruipeng Han - ruipeng2@illinois.edu - Yihong Jian - yihongj2@illinois.edu - Tomoyoshi Kimura - tkimura4@illinois.edu (Team Leader) - Kaiyuan Luo - kaiyuan8@illinois.edu Project Description We will implement HFT strategies that trade on real-world market data using proprietary software Strategy Studio (SS). This project has several components: market data, strategy, analysis, and automation. The first component is data parser. Since SS does not have built-in data, we need to harvest our own for backtesting. Therefore, we will be downloading historic market data from IEX. The second component is the strategy development--implement trading strategies and backtest the strategies in SS. We are going to implement a few strategies for this project, Kalman Filter, Reinforcement Learning, and Long short term memory . The next component will be interpreting the output of SS. SS will generate complex CSV files containing trade histories and earnings. Since the CSVs do not provide much explicitly, we will interpret them and analyze the strategies'
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Verification ledger
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Alerts on changes: coming soon
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