Code for Machine Learning for Algorithmic Trading, 2nd edition.

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

distfit is a python library for probability density fitting.

Implementation of HFT backtesting simulator and Stoikov strategy

Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

Simple BitMEX trading robot.

Examples of nautilus script

Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform