DrAshBooth / PyLOBsimLinks
Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)
☆18Updated 12 years ago
Alternatives and similar repositories for PyLOBsim
Users that are interested in PyLOBsim are comparing it to the libraries listed below
Sorting:
- Example of order book modeling.☆58Updated 6 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Updated 6 years ago
- Repo for HFT project in CMF☆27Updated 2 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Marketmaker trading strategy☆29Updated 9 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- ☆49Updated 8 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- replication of micro-price on crytocurrency data☆10Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- Optimal high-frequency market making strategy☆24Updated last year
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Updated 7 years ago
- Gamma Scalping Trading Strategies☆22Updated 9 years ago
- Market making strategy example☆27Updated 4 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago