Alternatives and similar repositories for BFX-BSI:

Users that are interested in BFX-BSI are comparing it to the libraries listed below

• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 7 months ago
• ilpomo / open-core
  Python framework to easily build massively parallel, concurrent, and asynchronous event-based code that follows the actor model.
  Updated 8 months ago
• jshellen / statarb
  ☆31Updated 3 years ago
• andrewlfc7 / funding-arb-bot
  Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities
  ☆16Updated 7 months ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆53Updated 2 years ago
• ZhangMian-CentraleSupelec / High-Frequency-Data-and-Limit-Order-Book
  ☆24Updated 2 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆32Updated 3 years ago
• PontusHultkrantz / price-discovery
  Mid price estimation in LOB using Markov model
  ☆12Updated 2 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆40Updated last year
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• JurajZelman / airl-market-making
  The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …
  ☆17Updated 5 months ago
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆63Updated 4 years ago
• gaugau3000 / mc_sim_fin
  Montecarlo simulations/analysis for finance (equity simulator)
  ☆35Updated last year
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 9 months ago
• alexbotsula / Price_direction_forecast
  ☆43Updated 5 years ago
• JuaanM0 / orderbook-heatmap
  ☆31Updated 5 months ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆17Updated last year
• 0xFaust12 / alt_data_factor_research
  ☆47Updated 6 months ago
• CodingNoob234 / deribit-marketmaker-rest
  A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…
  ☆15Updated 3 months ago
• cryptarbitrage-code / deribit-position-greeks
  ☆39Updated 3 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆65Updated 8 months ago
• theopenstreet / VPIN_HFT
  ☆113Updated 7 years ago
• adamkhakhar / lp-delta-hedge
  ☆60Updated 2 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• satyapravin / Deribit-Option-Arb
  Tool to identify option arbitrage opportunities across different expiries.
  ☆17Updated 6 months ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago