akenshaw / btcusdt-orderflowLinks
Python GUI visualizing real-time market trading activity
☆23Updated last year
Alternatives and similar repositories for btcusdt-orderflow
Users that are interested in btcusdt-orderflow are comparing it to the libraries listed below
Sorting:
- This Python package manages methods to reshape tick by tick data for order flow analysis☆103Updated last week
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Orderflow chart GUI using finplot and pyqt5graph☆112Updated 2 years ago
- High Frequency Trading Strategies☆49Updated 7 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆44Updated 7 months ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- Plot orderflow footprint charts using plotly in python.☆168Updated 10 months ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆108Updated last year
- 基于 TheNextQuant 的量化交易框架☆21Updated 2 years ago
- Mean Reversion Trading Strategy☆26Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆129Updated 2 years ago
- Automate the detection of chart patterns☆61Updated last year
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆72Updated last year
- Deep learning approach for market price prediction, in JAX☆40Updated last year
- Calibrates microprice model to BitMEX quote data☆59Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆61Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 3 years ago
- 非平衡订单流高频交易模型☆111Updated 6 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆21Updated 7 years ago
- VeighNa框架的期权波动率交易模块☆47Updated last month
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆77Updated 7 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- ☆57Updated 6 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆85Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- lightweight backtester☆30Updated 2 months ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago