☆36Aug 29, 2022Updated 3 years ago
Alternatives and similar repositories for High-Frequency-Data-and-Limit-Order-Book
Users that are interested in High-Frequency-Data-and-Limit-Order-Book are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- a cpp framework for crypto currentcy tick data backtesting☆18Jun 4, 2021Updated 4 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- ☆11Sep 6, 2023Updated 2 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Algorithmic trading strategies research and execution platform☆74Updated this week
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29May 25, 2023Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆64Jul 1, 2021Updated 4 years ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- Using reinforcement learning to make markets in the high frequency trading setting.☆27Apr 8, 2025Updated 11 months ago
- Processing and performing financial calculations on HFT data☆10Dec 19, 2018Updated 7 years ago
- Implementation of Bayesian PCA [Bishop][1999] And Bayesian Kernel PCA☆13Jan 13, 2021Updated 5 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.
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21May 8, 2024Updated last year
- ☆61Apr 10, 2021Updated 4 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 6 months ago
- Enhanced Portfolio Optimization (EPO)☆17Mar 5, 2024Updated 2 years ago
- Microprice estimator for pretrade data☆14Nov 19, 2024Updated last year
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆21Apr 29, 2020Updated 5 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Jan 12, 2026Updated 2 months ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 3 years ago
- A Rust library for the Hyperliquid API☆25Sep 19, 2024Updated last year
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Dec 12, 2021Updated 4 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- ☆28Oct 1, 2020Updated 5 years ago
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- Examples of nautilus script☆39Oct 6, 2025Updated 5 months ago
- Build your own historical Limit Order Book dataset☆48Jun 26, 2021Updated 4 years ago
- ☆21Jul 17, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆12Jul 14, 2023Updated 2 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- differential Sharpe ratio☆37Jun 28, 2019Updated 6 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…☆73Jun 3, 2018Updated 7 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆568Sep 20, 2022Updated 3 years ago
- we develop one automade bot on bitmex platform according hedge strategy,which proves working well☆24Sep 6, 2018Updated 7 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆108Jul 26, 2024Updated last year