3jane / tindicators

Related projects ⓘ

Alternatives and complementary repositories for tindicators

• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆68Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆106Updated 11 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆134Updated 8 months ago
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆42Updated 11 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 5 years ago
• theopenstreet / VPIN_HFT
  ☆106Updated 6 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆133Updated 4 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆81Updated 3 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
  ☆103Updated 9 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆67Updated 6 years ago
• Nucs / cryptocurrency-ticks-data
  590 days of trade ticks on BTC/ETH/LTC/NEO to USDT
  ☆89Updated 3 years ago
• vollib / py_lets_be_rational
  ☆49Updated 4 months ago
• ntorm1 / Atlas
  ☆43Updated 7 months ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆24Updated 3 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆128Updated last year
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆38Updated 4 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆75Updated 11 months ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆73Updated 3 years ago
• tardis-dev / tardis-python
  Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
  ☆114Updated last month
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆68Updated 6 months ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆77Updated 4 years ago
• AlgoTrader5 / cryptoq
  stores market data from cryptofeed to kdb+
  ☆23Updated 3 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆123Updated 6 years ago
• miroblog / limit_orderbook_prediction
  ☆135Updated last year
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆49Updated last year
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• 0b01 / recurrent-autoencoder
  archiving old code
  ☆24Updated 6 years ago
• vollib / lets_be_rational
  ☆39Updated 9 years ago
• quantiacs / toolbox
  This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.
  ☆53Updated last month