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rorysroes / SGX-Full-OrderBook-Tick-Data-Trading-Strategy

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

Jupyter Notebook 1,976 673 Updated Aug 27, 2022

jerryxyx / MonteCarlo

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

Jupyter Notebook 103 54 Updated Apr 5, 2019