Alternatives and similar repositories for hft-orderflow:

Users that are interested in hft-orderflow are comparing it to the libraries listed below

• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆25Updated 7 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• alexanu / OrderBook-Tick-Data-Trading-Strategy
  ☆11Updated 6 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 4 years ago
• sanjeevai / order-imbalance
  Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform
  ☆11Updated 6 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 8 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆14Updated 6 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 5 years ago
• dstreetquant / pyVWAPTradingSignalSystem
  A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
  ☆17Updated 7 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-
  Use machine learning to trade bitcoin.
  ☆10Updated 3 years ago
• gawd-coder / Backtest-ARIMA-Model-Startegy
  Backtested trading strategy based on modelling stock returns based on Auto Regressive Integrated Moving Average model
  Updated 4 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 6 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆15Updated 6 years ago
• profnote / AlgoTrading-PriceImpactOrderFlow
  Implementing a medium freq trading strategy by estimating price impact via order flow.
  ☆15Updated 4 years ago
• keinsell / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 4 years ago
• benzyx / tamit2019
  High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.
  ☆19Updated 5 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆40Updated 2 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆16Updated 2 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 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 9 years ago
• JVfisher / gammascalping
  实行gamma scalping策略时的期权组合选择工具
  ☆15Updated 6 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 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
• DrAshBooth / PyLOBsim
  Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)
  ☆18Updated 11 years ago
• jerrytigerxu / Pairs-Trading
  ☆22Updated 5 years ago
• yuba316 / OptionBackTest
  from for/if/else to my first option back-test function
  ☆16Updated 4 years ago