Hudie / cryptoquantLinks
Quant framework for crypto market using Python
☆10Updated 4 years ago
Alternatives and similar repositories for cryptoquant
Users that are interested in cryptoquant are comparing it to the libraries listed below
Sorting:
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- High Frequency Trading Strategies☆48Updated 7 years ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆75Updated 7 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Repo for HFT project in CMF☆28Updated 2 years 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
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 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…☆70Updated 7 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆31Updated last year
- ☆114Updated 7 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆50Updated 3 months ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆18Updated 6 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆59Updated 2 years ago
- ☆33Updated 3 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆127Updated 2 years ago
- replication of micro-price on crytocurrency data☆10Updated 3 years ago
- ☆26Updated 2 years ago
- Optimal high-frequency market making strategy☆21Updated 7 months ago