beatzxbt / mm-toolbox
toolbox of fast mm-related funcs
☆169Updated 3 weeks ago
Alternatives and similar repositories for mm-toolbox:
Users that are interested in mm-toolbox are comparing it to the libraries listed below
- bybit simple market maker☆503Updated 6 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆105Updated 10 months ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆225Updated this week
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆164Updated 4 months ago
- A collection of homeworks of market microstructure models.☆223Updated 6 years ago
- ☆42Updated 5 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆102Updated 7 months ago
- A Practical Guide to a Simple Data Stack.☆39Updated 6 months ago
- A collection of helpful trading scripts I've hacked together☆40Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆70Updated last year
- High frequency trading bot for crypto currencies☆381Updated 3 years ago
- Orderflow trading bot based on BSI☆17Updated 7 months ago
- High-frequency statistical arbitrage☆174Updated last year
- ☆111Updated 7 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- An algorithmic sandbox for Jane Street's game, "Figgie"☆77Updated 9 months ago
- High Frequency Market Making☆517Updated last year
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- ☆60Updated 2 years ago
- ☆47Updated 5 months ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆112Updated last year
- Python framework to easily build massively parallel, concurrent, and asynchronous event-based code that follows the actor model.Updated 6 months ago
- An asynchronous low-latency trading system☆39Updated 11 months ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆185Updated last year
- Order Imbalance Strategy in High Frequency Trading☆128Updated 6 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆499Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆71Updated 3 years ago
- algo trading backtesting on BitMEX☆76Updated last year