Patrick-David / BitcoinBacktesterLinks
Cointegration Bitcoin Backtester
☆18Updated 6 years ago
Alternatives and similar repositories for BitcoinBacktester
Users that are interested in BitcoinBacktester are comparing it to the libraries listed below
Sorting:
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Example of adaptive trend following strategy based on Renko☆120Updated 6 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Find trading pairs with Machine Learning☆41Updated 4 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
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- ☆5Updated 4 years ago
- Computational Finance in Python.☆23Updated 8 years ago
- Event-driven backtest/realtime quantitative trading system.☆75Updated 3 years ago
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- ☆49Updated 8 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆18Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆49Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆90Updated 7 years ago
- Developing a trend following model using futures☆33Updated last year
- Fetch data (futures, stock, coming next => options) from IBKR for local use.☆17Updated 4 years ago
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago