AlgoTrader5 / cryptoqLinks
stores market data from cryptofeed to kdb+
☆23Updated 4 years ago
Alternatives and similar repositories for cryptoq
Users that are interested in cryptoq are comparing it to the libraries listed below
Sorting:
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆60Updated 2 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- Repository for market making ideas☆41Updated last year
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- Volatility surface visualizer for cryptocurrency options.☆56Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated 10 months ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- ☆49Updated 8 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆51Updated 4 years ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆130Updated 7 months ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆70Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆90Updated 7 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆75Updated 7 years ago
- ☆114Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Build your own historical Limit Order Book dataset☆41Updated 4 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆91Updated 11 months ago