Ranykhalil / btc_orderbook_prediction
☆34Updated 4 years ago
Alternatives and similar repositories for btc_orderbook_prediction
Users that are interested in btc_orderbook_prediction are comparing it to the libraries listed below
Sorting:
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆72Updated 7 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Updated 2 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- Collection of indicators that I used in my strategies.☆53Updated last month
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- ☆113Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- An automatic high frequency trading bot for cryptocurrencies☆23Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆92Updated last month
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago
- Simple market maker bot (grid order)☆43Updated 5 years ago
- Crypto trading bot using FinRL reinforcement learning model☆25Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 2 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆63Updated last year
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆158Updated 5 years ago
- A python library for testing and optimizing trading strategies.☆48Updated 8 months ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆71Updated 4 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 6 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆31Updated 3 months ago
- Example of order book modeling.☆56Updated 5 years ago
- Algorithms to build Support and Resistance Lines in Financial Series☆18Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆46Updated 4 years ago