automatedalgo / apexLinks
Algorithmic trading strategies research and execution platform
☆22Updated this week
Alternatives and similar repositories for apex
Users that are interested in apex are comparing it to the libraries listed below
Sorting:
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- ☆35Updated 4 years ago
- a cpp framework for crypto currentcy tick data backtesting☆17Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- ☆51Updated 4 years ago
- algo trading backtesting on BitMEX☆79Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆83Updated 2 years ago
- Repository for market making ideas☆42Updated last year
- ☆27Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated 11 months ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 3 years ago
- ☆115Updated 7 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…☆70Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆59Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆18Updated 6 months ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆129Updated 2 years ago
- High Frequency Trading Strategies☆49Updated 7 years ago
- Example of order book modeling.☆58Updated 6 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated 10 months ago
- Build your own historical Limit Order Book dataset☆41Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Package to build risk model for factor pricing model☆28Updated last year
- Market making strategy example☆28Updated 4 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated last year
- replication of micro-price on crytocurrency data☆10Updated 3 years ago