Nucs / cryptocurrency-ticks-dataLinks
590 days of trade ticks on BTC/ETH/LTC/NEO to USDT
☆90Updated 4 years 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:
- Visualization Tool for Deribit Options☆81Updated 5 years ago
- Deep Q-Learning for Market Making☆124Updated 6 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- ☆126Updated 6 years ago
- Machine learning end-to-end research and trade execution☆95Updated 4 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago
- ☆138Updated 2 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆88Updated 7 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆60Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆160Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆141Updated 5 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆175Updated 6 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Technical Analysis Library Time-Series☆153Updated last month
- algo trading backtesting on BitMEX☆77Updated last year
- ☆113Updated 7 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 3 weeks ago
- Example of order book modeling.☆56Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 2 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆133Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- trend / momentum and other patterns in financial timeseries☆265Updated 3 years ago
- Vastly Improved BitMEX Market Making Algo☆237Updated 8 years ago
- This is a python wrapper written to make it simple to connect to Deribit's JSON-RPC api v2 using websockets.☆44Updated 2 years ago