Alternatives and similar repositories for Order_Imbalance_HFT

Users that are interested in Order_Imbalance_HFT are comparing it to the libraries listed below

• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆111Updated last year
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆136Updated 2 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆140Updated 7 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆151Updated 5 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆111Updated 7 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆72Updated 9 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆174Updated 6 years ago
• tysonwu / stack-orderflow
  Orderflow chart GUI using finplot and pyqt5graph
  ☆119Updated 2 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆166Updated 8 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• jifengthu / awesome_hft_factors
  ☆28Updated 3 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆85Updated 2 months ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• theopenstreet / VPIN_HFT
  ☆120Updated 7 years ago
• scibrokes / real-time-fxcm
  #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…
  ☆50Updated 7 months ago
• WestXu / support_resistance_line
  A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线
  ☆149Updated 4 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆81Updated last year
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆67Updated 3 years ago
• AtomMe / Quant.Strategy
  I will upload and update my quant strategies here
  ☆60Updated 7 years ago
• phonegapX / bt-ctpbee-store
  backtrader接入国内期货实盘交易
  ☆76Updated 4 years ago
• vnatesh / VWAP-Prediction
  Machine Learning Algorithms For VWAP Prediction
  ☆50Updated 6 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆60Updated 4 years ago
• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆242Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆37Updated 2 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 4 years ago
• miroblog / limit_orderbook_prediction
  ☆142Updated 2 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆73Updated 4 years ago
• koteyevlev / MarketMakingMLAlgo
  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
• murtazayusuf / OrderflowChart
  Plot orderflow footprint charts using plotly in python.
  ☆196Updated last year