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 months ago
Alternatives and similar repositories for backtestlob
Users that are interested in backtestlob are comparing it to the libraries listed below
Sorting:
- ☆17Updated 3 years ago
- Model using CNN and LSTM to predict the price of US stocks.☆59Updated 5 years ago
- Bitflyer Spot trading - Futures Arbitrager BOT☆30Updated 5 years ago
- Market Making trading bot for cryptomarkets☆249Updated last week
- ☆70Updated 4 years ago
- pybybit - Bybit API client library for Python☆54Updated 4 years ago
- ☆107Updated 4 years ago
- Channel Breakout Bot for bitflyer-FX☆204Updated 6 years ago
- python setup for Botter☆12Updated 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 4 years ago
- An advanced API client for python bot traderes.☆449Updated last month
- ☆39Updated 3 years ago
- Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timi…☆22Updated 4 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- ☆67Updated 11 months ago
- ☆123Updated 8 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- ☆58Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆64Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- 仮想通貨のアービトラージアルゴリズム☆52Updated 7 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆75Updated 3 years ago
- のび太と機械学習用のGitHubリポジトリです☆11Updated 8 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144Updated 2 years ago