Algorithmic trading strategies research and execution platform
☆79Mar 30, 2026Updated 2 weeks ago
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:
- a cpp framework for crypto currentcy tick data backtesting☆18Jun 4, 2021Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆39Jan 3, 2021Updated 5 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- ☆68Apr 10, 2021Updated 5 years ago
- ☆37Aug 29, 2022Updated 3 years ago
- 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.
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Feb 2, 2025Updated last year
- 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
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 3 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☆72Sep 2, 2024Updated last year
- C++ class to connect to kdb+☆18Jul 3, 2018Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆146May 6, 2023Updated 2 years ago
- Market making strategy example☆28Feb 26, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial • 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.☆54Sep 20, 2021Updated 4 years ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Sep 13, 2024Updated last year
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆152Dec 28, 2019Updated 6 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…☆74Jun 3, 2018Updated 7 years ago
- Vastly Improved BitMEX Market Making Algo☆237Feb 3, 2017Updated 9 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Oct 13, 2022Updated 3 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆197Mar 1, 2026Updated last month
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆22Apr 11, 2020Updated 6 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- real high-frequency-trading system based on c++☆120Apr 5, 2019Updated 7 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆187Nov 12, 2024Updated last year
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆181Sep 28, 2019Updated 6 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆34Dec 14, 2025Updated 4 months ago
- visualize financial microstructure 📈 & debug trading bots 🤖☆49Jan 22, 2023Updated 3 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆64Nov 2, 2025Updated 5 months ago