Ros522 / backtestlobLinks
Limit Order Book 指値戦略の高速バックテストモジュール
☆11Updated 4 years ago
Alternatives and similar repositories for backtestlob
Users that are interested in backtestlob are comparing it to the libraries listed below
Sorting:
- ☆18Updated 3 years ago
- Market Making trading bot for cryptomarkets☆244Updated 10 months ago
- Model using CNN and LSTM to predict the price of US stocks.☆60Updated 5 years ago
- ☆70Updated 4 years ago
- 暗号通貨高頻度取引bot用websocketベースフレームワーク☆117Updated 3 years ago
- pybybit - Bybit API client library for Python☆54Updated 4 years ago
- Channel Breakout Bot for bitflyer-FX☆206Updated 6 years ago
- Bitflyer Spot trading - Futures Arbitrager BOT☆29Updated 5 years ago
- ☆39Updated 2 years ago
- ☆107Updated 4 years ago
- python setup for Botter☆12Updated 3 years ago
- An advanced API client for python bot traderes.☆435Updated this week
- ☆24Updated last year
- Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timi…☆21Updated 4 years ago
- A tutorial for algorithmic trading bot using machine learning.☆503Updated 2 years ago
- 📈 Aggregate candlesticks from high frequency tick data from S3 and REST APIs☆18Updated last week
- ☆59Updated last year
- ☆66Updated 6 months ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆131Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- ☆12Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆30Updated 4 years ago
- ☆117Updated 7 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- ☆15Updated 4 years ago
- High Frequency Market Making: Optimal Quoting☆13Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆148Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago