Davarco / AlgoBotLinks
An algorithmic trading robot written in Python.
☆26Updated 8 years ago
Alternatives and similar repositories for AlgoBot
Users that are interested in AlgoBot are comparing it to the libraries listed below
Sorting:
- High frequency trading algorithm for Bitmex☆23Updated 4 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- Simulator of a basic order book flow and order execution☆18Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆74Updated 7 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Repository for market making ideas☆40Updated last year
- The book <Advanced Algorithmic Trading> and its source code☆59Updated 7 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆105Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆121Updated 2 years ago
- ☆49Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆76Updated 2 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Deep learning approach for market price prediction, in JAX☆38Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆141Updated 5 years ago
- Examples of nautilus script☆37Updated 5 months ago
- Backtest result archive for Momentum Trading Strategies☆58Updated 6 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆56Updated 2 years ago
- An automatic high frequency trading bot for cryptocurrencies☆23Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆17Updated last month
- High-frequency trading in a limit order book☆58Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago