3jane / tindicators

Related projects: ⓘ

• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆64Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆102Updated 10 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆81Updated 3 years ago
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆41Updated 9 months ago
• ntorm1 / Atlas
  ☆39Updated 5 months ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆73Updated 9 months ago
• tardis-dev / tardis-python
  Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
  ☆112Updated last month
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆132Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆96Updated 6 years ago
• Nucs / cryptocurrency-ticks-data
  590 days of trade ticks on BTC/ETH/LTC/NEO to USDT
  ☆87Updated 3 years ago
• miroblog / limit_orderbook_prediction
  ☆134Updated last year
• ragoragino / avellaneda-stoikov
  Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…
  ☆85Updated 6 years ago
• AlgoTrader5 / cryptoq
  stores market data from cryptofeed to kdb+
  ☆23Updated 3 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆34Updated 3 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆55Updated 5 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆102Updated 8 years ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆95Updated last month
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆76Updated 4 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆77Updated last month
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆72Updated 2 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆46Updated 3 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆69Updated 5 years ago
• dwasse / vol-surface-visualizer
  Volatility surface visualizer for cryptocurrency options.
  ☆48Updated last year
• xhshenxin / Micro_Price
  ☆46Updated 3 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆54Updated 5 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆83Updated 5 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆48Updated last year
• spawnaga / ES_futures_options
  ☆3Updated 3 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆141Updated 4 months ago
• tschm / cs
  my talk for credit suisse
  ☆35Updated last week