G-ram / HFTLinks
FX HFT
☆28Updated 9 years ago
Alternatives and similar repositories for HFT
Users that are interested in HFT are comparing it to the libraries listed below
Sorting:
- Sharing quantitative analyses on Crypto Lake data☆66Updated 10 months ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆52Updated 4 years ago
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- Example of order book modeling.☆57Updated 6 years ago
- Market making strategy example☆26Updated 4 years ago
- ☆114Updated 7 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆75Updated 7 years ago
- ☆49Updated 8 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆76Updated 5 years ago
- Simple market maker bot (grid order)☆43Updated 5 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆76Updated 6 years ago
- ☆33Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆73Updated 4 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆146Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆32Updated 5 months ago
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆149Updated 2 years ago
- High-frequency statistical arbitrage☆200Updated last year
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆165Updated 5 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- Repository for market making ideas☆41Updated last year