Nucs / cryptocurrency-ticks-dataLinks
590 days of trade ticks on BTC/ETH/LTC/NEO to USDT
☆94Updated 6 months ago
Alternatives and similar repositories for cryptocurrency-ticks-data
Users that are interested in cryptocurrency-ticks-data are comparing it to the libraries listed below
Sorting:
- Limit Order Book Implemented in Python☆99Updated 8 years ago
- ☆128Updated 4 months ago
- Master Thesis: Limit order placement with Reinforcement Learning☆179Updated last month
- Visualization Tool for Deribit Options☆84Updated 5 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- ☆143Updated 3 years ago
- Elliot Wave Analyzer for OHLC data☆77Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆199Updated 3 years ago
- 𝘋𝘦𝘦𝘱 𝘙𝘓 𝘈𝘭𝘨𝘰𝘵𝘳𝘢𝘥𝘪𝘯𝘨 𝘸𝘪𝘵𝘩 𝘙𝘢𝘺 𝘈𝘗𝘐☆176Updated 2 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆61Updated 2 years ago
- Retrieve all historical candlestick data from crypto exchange Binance and upload it to Kaggle.☆166Updated 3 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆120Updated last year
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Updated 8 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 7 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆179Updated 6 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Trading framework☆79Updated 2 years ago
- Deep learning modelling of orderbooks☆102Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆108Updated 10 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Trading environnement for RL agents, backtesting and training.☆166Updated 3 years ago
- Example of adaptive trend following strategy based on Renko☆123Updated 6 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆50Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 8 years ago