☆11May 1, 2022Updated 4 years ago
Alternatives and similar repositories for auction-market-making
Users that are interested in auction-market-making are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆11Dec 18, 2015Updated 10 years ago
- ☆38Aug 2, 2021Updated 5 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- Efficient, zero garbage framework to implement event sourcing applications☆20Jun 24, 2025Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Optimal high-frequency market making strategy☆31Nov 24, 2024Updated last year
- Baruch MFE 2019 Spring☆47May 29, 2020Updated 6 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆28Dec 9, 2017Updated 8 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 8 years ago
- Order Book and Trade Book, Realized Volatility, Random Forest☆12Oct 23, 2023Updated 2 years ago
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 5 years ago
- ☆10Mar 10, 2024Updated 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.
- Baruch MFE program quant lab☆31May 29, 2018Updated 8 years ago
- A high-performance Rust trading bot that performs arbitrage between Pacifica (maker) and Hyperliquid (taker). The bot continuously monito…☆18Sep 30, 2026Updated 2 weeks ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 9 months ago
- Binance cash-and-carry arbitrage bot☆81Dec 31, 2022Updated 3 years ago
- ☆10Jan 15, 2021Updated 5 years ago
- BNY Data On Chain User Guide☆15Aug 18, 2026Updated 2 months ago
- ☆11May 12, 2015Updated 11 years ago
- visualize financial microstructure 📈 & debug trading bots 🤖☆49Jan 22, 2023Updated 3 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆37Nov 3, 2021Updated 4 years ago
- Automates the tedious task of extracting crucial information from invoices with the Invoice Data Extraction Bot.☆12Feb 7, 2024Updated 2 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Demo repository for showing the benefits of OpenJ9 with Spring Boot☆16Oct 23, 2018Updated 7 years ago
- JavaTMP Bootstrap admin and dashboard component template built using HTML 5 , CSS 3 , jQuery , Bootstrap 4 and Java☆11Jun 30, 2024Updated 2 years ago
- ☆10Aug 9, 2022Updated 4 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 6 years ago
- High Frequency Market Making☆648Sep 24, 2023Updated 3 years ago
- A collection of homeworks of market microstructure models.☆301Sep 26, 2026Updated 3 weeks ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ZeroMQ asynchronous communication for MT4☆15Apr 30, 2013Updated 13 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- CLI tool to manage & automate repetitive Git workflows across multiple repositories.☆14Apr 23, 2026Updated 5 months ago
- IJKPlayer Android with Recorder & Filter☆10Sep 29, 2023Updated 3 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- taskt uob is forked from taskt. Please check the "uob-release" branch for the contents of the code at the time of release.taskt (pronounc…☆17Oct 4, 2026Updated 2 weeks ago
- ☆15Feb 16, 2023Updated 3 years ago