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☆22Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 8 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Simulator of a basic order book flow and order execution☆18Updated 2 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- The book <Advanced Algorithmic Trading> and its source code☆62Updated 8 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Updated 6 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆115Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- High-frequency statistical arbitrage☆244Updated 2 years ago
- Derive order flow from Tick and Trade data.☆33Updated 4 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☆47Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Updated 8 years 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…☆73Updated 7 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Updated 3 years ago
- High Frequency Trading☆110Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆59Updated 3 months ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆75Updated 3 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144Updated 2 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆71Updated last year
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago