Simulator of a basic order book flow and order execution
☆18Mar 22, 2023Updated 3 years ago
Alternatives and similar repositories for Order_Book
Users that are interested in Order_Book 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 is for the capstone project "Optimal Execution of a VWAP order".☆40Nov 21, 2019Updated 6 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 6 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 8 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆171Aug 21, 2017Updated 8 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆108Oct 16, 2015Updated 10 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆117May 20, 2024Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152May 9, 2020Updated 5 years ago
- 两家交易所做比特币的高频对冲☆19Dec 5, 2019Updated 6 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 8 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆258Apr 12, 2022Updated 3 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- The book <Advanced Algorithmic Trading> and its source code☆62Jan 5, 2018Updated 8 years ago
- 基于天勤量化TqSdk实现的期货量化交易策略集合,含双均线、布林带、RSI、Dual Thrust、海龟策略,附完整中文注释☆54Apr 2, 2026Updated last week
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Mar 19, 2023Updated 3 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 7 years ago
- Built a trading algorithm in Python for the Tesla stocks returning in 39% higher returns than a simple buy and hold strategy, over a peri…☆19Aug 3, 2019Updated 6 years ago
- Python class for generation and parameter estimation of multivariate Hawkes processes☆177Aug 27, 2025Updated 7 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆671Jul 6, 2023Updated 2 years ago
- Algorithmic trading with Deep Learning☆36Mar 14, 2020Updated 6 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- 本人打CTF常用的脚本集合☆11Aug 27, 2024Updated last year
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Jun 10, 2023Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- 接入okcoin的数字货币行情,并在众安交易所做市☆23Nov 6, 2017Updated 8 years ago
- Deep Q-Learning for Market Making☆129Jun 12, 2018Updated 7 years ago
- Spitzers Architecture School Urban Lab for Unit 26. This repository explores designing and codifying urban systems from the bottom up in …☆14Mar 29, 2022Updated 4 years ago
- VeighNa框架的投资组合策略模块☆56Oct 18, 2025Updated 5 months ago
- 标准QIFI账户格式以及其他数据格式读取☆14Mar 21, 2025Updated last year
- A super-minimal Docker Compose template for Apache Superset.☆18Jan 31, 2024Updated 2 years ago
- Create and Parse NASDAQ Itch Messages in Python☆14Jul 13, 2020Updated 5 years ago
- stl container for numba☆15Apr 15, 2025Updated 11 months ago
- VNPY CTP ONLY 专注于VNPY框架上的CTP期货开发与完善☆15Apr 4, 2019Updated 7 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- World Quant 101 alphas的计算和策略化☆330Mar 7, 2017Updated 9 years ago
- High Frequency Market Making☆616Sep 24, 2023Updated 2 years ago
- Relative Rotation Graph☆12May 31, 2021Updated 4 years ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆22Jul 6, 2023Updated 2 years ago
- Performance analysis of predictive (alpha) factors☆20Jul 25, 2025Updated 8 months ago
- Parser for NASDAQ ITCH 5.0.☆16Sep 16, 2019Updated 6 years ago
- Summer 2020 Public Materials☆14Apr 1, 2026Updated last week