VladUZH / AlphaEngineLinks
☆11Updated 7 years ago
Alternatives and similar repositories for AlphaEngine
Users that are interested in AlphaEngine are comparing it to the libraries listed below
Sorting:
- ☆13Updated 6 years ago
- Example of order book modeling.☆57Updated 6 years ago
- ☆49Updated 8 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆8Updated 3 years ago
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- Publicly available Bots for trading on delta☆27Updated 6 years ago
- Volatility surface visualizer for cryptocurrency options.☆56Updated 2 years ago
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆8Updated 2 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- ☆21Updated 2 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- Analyzes the sentiment of SEC quarterly earnings reports to predict future stock prices☆25Updated 7 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- ☆43Updated 3 years ago
- Cleaned data for use in stock predicting algorithms☆11Updated 7 years ago
- Minimal code to show how to receive the liquidations in realtime on Bitmex.☆32Updated 5 years ago
- Market making strategy example☆26Updated 4 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- This is a repository for enabling collaborative and proper practices for financial machine learning.☆26Updated 2 years ago
- replication of micro-price on crytocurrency data☆10Updated 3 years ago
- Fear and volatility in crypto markets☆14Updated 2 years ago
- ☆11Updated 7 years ago
- ☆16Updated 3 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆64Updated 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