Algorithmic trading strategies research and execution platform
☆83Apr 22, 2026Updated last month
Alternatives and similar repositories for apex
Users that are interested in apex are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆40Jan 3, 2021Updated 5 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- ☆69Apr 10, 2021Updated 5 years ago
- ☆41Aug 29, 2022Updated 3 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 4 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- ☆39Aug 2, 2021Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Jun 9, 2013Updated 12 years ago
- Jupyter notebook to calculate trading profit and loss☆28Sep 16, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- ☆30Aug 7, 2022Updated 3 years ago
- Microprice estimator for pretrade data☆14Nov 19, 2024Updated last year
- Sharing quantitative analyses on Crypto Lake data☆73Sep 2, 2024Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆148May 6, 2023Updated 3 years ago
- Market making strategy example☆28Feb 26, 2021Updated 5 years ago
- Analytics for Trading with NOA☆26Jan 24, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Collection of tidbits for HFT server config.☆53Sep 20, 2021Updated 4 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- we develop one automade bot on bitmex platform according hedge strategy,which proves working well☆24Sep 6, 2018Updated 7 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 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…☆75Jun 3, 2018Updated 7 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Oct 13, 2022Updated 3 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆22Apr 11, 2020Updated 6 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆202Mar 1, 2026Updated 2 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- real high-frequency-trading system based on c++☆128Apr 5, 2019Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆185Sep 28, 2019Updated 6 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆35Dec 14, 2025Updated 5 months ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆189Nov 12, 2024Updated last year
- visualize financial microstructure 📈 & debug trading bots 🤖☆49Jan 22, 2023Updated 3 years ago
- ☆22Dec 18, 2024Updated last year