baoyingwang / OrderBook
☆13Updated 4 years ago
Alternatives and similar repositories for OrderBook
Users that are interested in OrderBook are comparing it to the libraries listed below
Sorting:
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 4 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆36Updated 6 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- A Java ATS for market-depth-based trading strategies☆37Updated 9 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆67Updated 9 years ago
- An automated grid/ping-pong market-making bot for various exchanges.☆11Updated 6 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- ☆28Updated 9 years ago
- ☆9Updated 6 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 11 years ago
- ☆28Updated 10 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- Bitmex market microstructure analytics☆22Updated 4 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- A study of the Glosten and Milgrom model for market making☆16Updated 9 years ago
- Sample BitMEX Market Making Bot☆27Updated 4 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- ☆49Updated 8 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- ☆25Updated 9 years ago