MMquant / Websocket-orderbook-replication

Related projects: ⓘ

• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆10Updated 7 years ago
• yangsensen / hftrap
  Trading platform for high frequency data
  ☆15Updated 9 years ago
• phil8192 / shiny-ob-analytics
  obAnalytics Shiny front-end
  ☆73Updated 6 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆19Updated 3 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆19Updated 6 years ago
• petr-fedorov / obadiah
  Order Book Analytics Database
  ☆12Updated 4 years ago
• 0liu / ibstract
  Asynchronous financial data management
  ☆21Updated 6 years ago
• drewstone / gym-trading
  Reinforcement learning environment for trading
  ☆15Updated 6 years ago
• twmeggs / PyRebuildLOB
  ☆17Updated 9 years ago
• phil8192 / ticker
  Basic set of utilities for streaming real time trade and limit order book event data
  ☆14Updated 2 years ago
• Goykhman / Stock_exchange
  ☆35Updated this week
• VermeirJellen / AlgorithmicTrading-Cointegration
  Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
  ☆34Updated 8 years ago
• mhernan88 / deep_arb
  ☆16Updated this week
• alexcwyu / python-trading
  python-trading
  ☆12Updated 5 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆73Updated 3 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆28Updated 11 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆60Updated 7 years ago
• AgalmicVentures / Fixie
  ☆17Updated this week
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 6 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆35Updated 7 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• canada4663 / ib_insyncDocker
  Run ib_insync with IBC Inside Docker Container
  ☆22Updated 5 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆89Updated 6 years ago
• GerardBCN / RenkoTrading
  Simple algorithm inspired on Renko charts applied to cryptocurrency trading
  ☆48Updated 6 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆35Updated 4 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆48Updated 5 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆25Updated 7 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆55Updated 5 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆25Updated 3 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆39Updated 6 years ago