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:
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Apr 9, 2020Updated 6 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 9 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆42Nov 21, 2019Updated 6 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆176Aug 21, 2017Updated 9 years ago
- Literature survey of order execution strategies implemented in python☆46Jul 24, 2020Updated 6 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆124May 20, 2024Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆155May 9, 2020Updated 6 years ago
- 两家交易所做比特币的高频对冲☆18Dec 5, 2019Updated 6 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- An algorithmic trading robot written in Python.☆27Jun 4, 2017Updated 9 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆279Apr 12, 2022Updated 4 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 6 years ago
- The book <Advanced Algorithmic Trading> and its source code☆63Jan 5, 2018Updated 8 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆71Mar 19, 2023Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Python class for generation and parameter estimation of multivariate Hawkes processes☆178Aug 27, 2025Updated last year
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 8 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆732Jul 6, 2023Updated 3 years ago
- Verification of Ethernet Switch System Verilog☆12Oct 21, 2016Updated 9 years ago
- Algorithmic trading with Deep Learning☆38Mar 14, 2020Updated 6 years ago
- High Frequency Jump Prediction Project☆37Jun 1, 2020Updated 6 years ago
- Parser for Nasdaq TotalView ITCH 5.0☆12Jul 31, 2014Updated 12 years ago
- Implementation of the $1 gesture recognizer☆14Apr 19, 2011Updated 15 years ago
- 本人打CTF常用的脚本集合☆11Aug 27, 2024Updated 2 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.
- 接入okcoin的数字货币行情，并在众安交易所做市☆24Nov 6, 2017Updated 8 years ago
- Examples of unions, interfaces, and assertions in SystemVerilog☆14Aug 31, 2013Updated 13 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Jun 10, 2023Updated 3 years ago
- Deep Q-Learning for Market Making☆131Jun 12, 2018Updated 8 years ago
- VeighNa框架的投资组合策略模块☆58Updated this week
- A RISC-V system simulator with VGA, UART, memory, and JTAG debugging, interconnected with SystemC/TLM, designed with operating systems an…☆16Apr 21, 2020Updated 6 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
- Generate realizations of stochastic processes in python.☆511Dec 9, 2022Updated 3 years ago
- 标准QIFI账户格式以及其他数据格式读取☆15Mar 21, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Create and Parse NASDAQ Itch Messages in Python☆14Jul 13, 2020Updated 6 years ago
- World Quant 101 alphas的计算和策略化☆373Mar 7, 2017Updated 9 years ago
- Relative Rotation Graph☆12May 31, 2021Updated 5 years ago
- 第一名克莱登大学二队方案分享☆18Mar 5, 2021Updated 5 years ago
- Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.☆26Jul 6, 2023Updated 3 years ago
- Parser for NASDAQ ITCH 5.0.☆15Sep 16, 2019Updated 7 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆12Jul 19, 2019Updated 7 years ago