beatzxbt / mm-toolboxLinks
toolbox of fast mm-related funcs
☆221Updated 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☆590Updated 2 months ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆183Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆281Updated this week
- High frequency trading bot for crypto currencies☆418Updated 3 years ago
- A collection of homeworks of market microstructure models.☆272Updated 7 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆105Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆136Updated last year
- A Practical Guide to a Simple Data Stack.☆40Updated last year
- A fast L2/L3 orderbook data structure, in C, for Python☆305Updated last month
- High Frequency Market Making☆605Updated 2 years ago
- ☆49Updated 6 years ago
- Orderflow trading bot based on BSI☆22Updated last year
- A collection of helpful trading scripts I've hacked together☆41Updated 2 years ago
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆162Updated 5 months ago
- High-frequency statistical arbitrage☆238Updated 2 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆185Updated 3 weeks ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Updated last year
- ☆430Updated 4 years ago
- ☆69Updated 3 years ago
- A simple, extensible implementation of the limit order book.☆138Updated 4 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆233Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆70Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆617Updated 2 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Pairs Trading using Statistical Arbitrage☆190Updated 3 years ago
- ☆36Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆349Updated last month
- Simple Market-Taking Card Game☆22Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆541Updated 3 years ago