beatzxbt / mm-toolboxLinks
toolbox of fast mm-related funcs
☆213Updated last month
Alternatives and similar repositories for mm-toolbox
Users that are interested in mm-toolbox are comparing it to the libraries listed below
Sorting:
- simple crypto market maker☆578Updated this week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆259Updated last week
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆181Updated 11 months ago
- High frequency trading bot for crypto currencies☆410Updated 3 years ago
- A collection of homeworks of market microstructure models.☆261Updated 7 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆132Updated last year
- High Frequency Market Making☆598Updated 2 years ago
- ☆49Updated last year
- A collection of helpful trading scripts I've hacked together☆41Updated 2 years ago
- High-frequency statistical arbitrage☆226Updated 2 years ago
- ☆48Updated 6 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated last year
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆225Updated 2 years ago
- ☆422Updated 4 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆289Updated 11 months ago
- Pairs Trading using Statistical Arbitrage☆186Updated 3 years ago
- A simple, extensible implementation of the limit order book.☆137Updated 4 years ago
- A Practical Guide to a Simple Data Stack.☆41Updated last year
- Sharing quantitative analyses on Crypto Lake data☆69Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆87Updated 2 years ago
- ☆36Updated 11 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆595Updated 2 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆158Updated 2 years ago
- Orderflow trading bot based on BSI☆20Updated last year
- algo trading backtesting on BitMEX☆82Updated last year
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆151Updated 3 months ago
- Market Making Strategy for Paradex Perpetuals☆39Updated 7 months ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆303Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆512Updated 3 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆321Updated last week