Alternatives and similar repositories for Indicators-for-Jesse

Users that are interested in Indicators-for-Jesse are comparing it to the libraries listed below

• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 4 years ago
• alexanu / OrderBook-Tick-Data-Trading-Strategy
  ☆11Updated 6 years ago
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆24Updated 2 years ago
• fer880220 / OrderFlow-Chart-demo
  ☆12Updated last year
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆29Updated 2 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆43Updated last year
• pattty847 / Trade-Suite
  Trading Suite
  ☆31Updated 5 months ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 3 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• dmitry-r / binance-lob-recorder
  Binance Limit Order Book Recorder
  ☆17Updated 2 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆82Updated last year
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆53Updated 5 years ago
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆51Updated last year
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆29Updated 4 years ago
• DrAshBooth / PyLOBsim
  Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)
  ☆18Updated 12 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆104Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• happydasch / btconfig
  btconfig provides a simple way to initialize a strategy using config files with additional features.
  ☆40Updated last year
• 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…
  ☆72Updated 7 years ago
• vavarb / vavabot_options_strategy
  Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …
  ☆33Updated 7 months ago
• bradleyboyuyang / Binance-Arbitrage
  Binance cash-and-carry arbitrage bot
  ☆74Updated 2 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 2 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆49Updated 8 years ago
• pattty847 / Trade-Suite-v2
  Crypto Trading Terminal & Monitoring Solution w/ SEC Filing Viewer, Market Scanners, Market Monitoring, and more!
  ☆20Updated 3 months ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 5 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 7 years ago
• jshellen / statarb
  ☆36Updated 4 years ago
• profnote / AlgoTrading-PriceImpactOrderFlow
  Implementing a medium freq trading strategy by estimating price impact via order flow.
  ☆16Updated 5 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago