Alternatives and similar repositories for PyLOBsim:

Users that are interested in PyLOBsim are comparing it to the libraries listed below

• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆25Updated 6 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆39Updated 2 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 5 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• Zhenfeng-Liang / Market_MicroStructure_Models
  ☆24Updated 9 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆27Updated 3 years ago
• ZQPlantSoftware / quantiative-trading
  🏦 Collect quant trade strategy and deep learning trading implementation
  ☆12Updated 6 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆46Updated 8 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆26Updated 8 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆41Updated 7 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆13Updated 6 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 4 years ago
• lineojcd / Order-Imbalance-Strategy
  for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)
  ☆13Updated 4 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆29Updated 3 years ago
• halessi / rl_trading
  ☆16Updated 3 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆66Updated 8 years ago
• Yan1015 / High-frequency-Pairs-trading
  This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…
  ☆18Updated 6 years ago
• point-line-surface-body / hftrap
  Trading platform for high frequency data
  ☆15Updated 10 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆35Updated 4 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆37Updated 4 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 8 years ago
• elayden / Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras
  Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…
  ☆11Updated 4 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• profnote / AlgoTrading-PriceImpactOrderFlow
  Implementing a medium freq trading strategy by estimating price impact via order flow.
  ☆14Updated 4 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 6 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 8 years ago
• edgetrader / mean-reversion-strategy
  Mean Reversion Trading Strategy
  ☆20Updated 3 years ago