replication of micro-price on crytocurrency data
☆10Feb 27, 2022Updated 4 years ago
Alternatives and similar repositories for micro-price
Users that are interested in micro-price are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆74Jun 3, 2018Updated 7 years ago
- ☆68Apr 10, 2021Updated 5 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Sep 23, 2020Updated 5 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Basic Trader bot for ViaBTC exchange that uses real BTC-ETH price in decision making☆16Aug 17, 2018Updated 7 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 5 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- ☆10Dec 4, 2020Updated 5 years ago
- a cpp framework for crypto currentcy tick data backtesting☆18Jun 4, 2021Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- ☆16Jun 28, 2022Updated 3 years ago
- Market making strategy example☆28Feb 26, 2021Updated 5 years ago
- (包含完整代码和坑点记录)Student version of Assignment 1 for Stanford CS336 - Language Modeling From Scratch☆33Jan 22, 2026Updated 3 months ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Implementation of HFT backtesting simulator and Stoikov strategy☆147May 6, 2023Updated 2 years ago
- I love reinforcement learning.☆13Jan 15, 2025Updated last year
- ☆10Dec 8, 2022Updated 3 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- Merkle Me Backend API☆11Mar 6, 2022Updated 4 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- ☆27Jun 27, 2025Updated 10 months ago
- Market Making in Python☆20Apr 22, 2024Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆39Jan 3, 2021Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- The specialization provides the knowledge and practical skills necessary to develop a strong foundation on core paradigms of machine lear…☆22Jun 15, 2020Updated 5 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 5 years ago
- Sharing quantitative analyses on Crypto Lake data☆72Sep 2, 2024Updated last year
- 基于C++的期货策略回测平台☆10Oct 3, 2019Updated 6 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- ☆20Dec 15, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Order Book Imbalance trading strategy☆10Nov 21, 2022Updated 3 years ago
- CS336 作业 5 实现, 附加作业里面的 dpo/rlhf 也完成了, 消融实验分析也放在飞书文档里面了, 仅供参考☆33Sep 27, 2025Updated 7 months ago
- ☆25Dec 18, 2015Updated 10 years ago
- ☆21Sep 19, 2023Updated 2 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 2 years ago
- A trading bot to place bids and offers on dydx☆21Dec 28, 2021Updated 4 years ago
- Modern Compiler Implementation in ML☆11May 7, 2017Updated 8 years ago