ahao1995 / marketmaker
☆41Updated 3 years ago
Alternatives and similar repositories for marketmaker:
Users that are interested in marketmaker are comparing it to the libraries listed below
- Quantized transaction strategy open source☆30Updated 5 years ago
- High Frequency Trading Strategies☆42Updated 7 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆138Updated 4 years ago
- 非平衡订单流高频交易模型☆107Updated 6 years ago
- Event-Driven Backtester / Live Trader, inspired by QuantStart articles☆73Updated 5 years ago
- OKX crypto☆29Updated 10 months ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆113Updated last year
- Marketmaker trading strategy☆27Updated 8 years ago
- ☆23Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆98Updated 10 months ago
- algo trading backtesting on BitMEX☆76Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Repository for market making ideas☆39Updated 10 months ago
- The Interactive Frontend Built for Aioquant.☆13Updated 2 years ago
- Bitmex 自动量化交易☆14Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- 事件驱动的量化交易/做市框架。☆80Updated 5 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 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
- RestAPI+Websocket client based on Boost.Beast. Binance, Huobi, Gateio, Currencycom launched☆18Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆49Updated 4 years ago
- Personal Project that implements a variety of HFT strategies in C++☆72Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Derive order flow from Tick and Trade data.☆30Updated 3 years ago
- Market Making in Python☆16Updated 11 months ago
- A python implementation of a local copy of a Binance Orderbook.☆18Updated 4 years ago
- 跨期套利(期货),期货的跨期套利策略☆54Updated 7 years ago
- 多账号资产记录,统计资产分布图, recording your crypto assets with multi accounts☆27Updated 4 months ago