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A data-driven high-frequency trading research framework that combines order-flow imbalance signals, fill-probability modeling, and flow-toxicity controls to simulate realistic crypto market microstructure and adaptive execution dynamics.
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27
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chore:: increased turnover to have higher pnl with more smooth/frequent trading(still event-driven)
46bc290View on GitHubchore:: tried agreesive notional and improved SR&net edge bps
47516c0View on GitHubchore:: IS backtest for BTCUSDT perps data(to be tuned later for moving to validation and OOS stages)
9e1a70dView on GitHubMerge branch 'main' of https://github.com/jingyaolai17/tardis-python-private
28e73d7View on GitHubMerge branch 'main' of https://github.com/jingyaolai17/tardis-python-private
d681562View on GitHubchore: deleted flow_control_baseline.py replaced by IS_backtest.py
5ffec44View on GitHub