beatzxbt / mm-toolbox
toolbox of fast mm-related funcs
☆127Updated 2 months ago
Related projects ⓘ
Alternatives and complementary repositories for mm-toolbox
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆87Updated 6 months ago
- bybit simple market maker☆460Updated 2 months ago
- ☆38Updated 5 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆209Updated 6 months ago
- A collection of homeworks of market microstructure models.☆209Updated 6 years ago
- High-frequency statistical arbitrage☆149Updated last year
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆167Updated last year
- A collection of helpful trading scripts I've hacked together☆40Updated last year
- Orderflow trading bot based on BSI☆16Updated 3 months ago
- ☆106Updated 6 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆155Updated last week
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆97Updated 3 months ago
- A Practical Guide to a Simple Data Stack.☆35Updated 2 months ago
- Sharing quantitative analyses on Crypto Lake data☆56Updated 2 months ago
- High Frequency Market Making☆407Updated last year
- algo trading backtesting on BitMEX☆75Updated 11 months ago
- ☆31Updated last month
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆56Updated last year
- Dashboard to track crypto spot-futures premiums☆50Updated 2 years ago
- Personal Project that implements a variety of HFT strategies in C++☆63Updated 3 years ago
- High frequency trading bot for crypto currencies☆369Updated 2 years ago
- Pairs Trading using Statistical Arbitrage☆146Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆99Updated last year
- ☆38Updated last month
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆367Updated 2 years ago
- CS7641 Team project☆87Updated 4 years ago
- Repository for market making ideas☆37Updated 6 months ago