Davarco / AlgoBotLinks
An algorithmic trading robot written in Python.
☆28Updated 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 5 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- High Frequency Jump Prediction Project☆39Updated 5 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☆43Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆111Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆166Updated 8 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆108Updated this week
- High-frequency statistical arbitrage☆228Updated 2 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- Python API for accessing Lake high frequency tick trades & order book data☆52Updated last week
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆137Updated 2 years ago
- Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集☆44Updated 2 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆52Updated 5 years ago
- Python GUI visualizing real-time market trading activity☆28Updated last year
- ☆142Updated 2 years ago
- High Frequency Trading☆110Updated 7 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆67Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆35Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆87Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆45Updated 10 months ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆65Updated 2 years ago