beatzxbt / mm-toolboxLinks
toolbox of fast mm-related funcs
☆207Updated this week
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☆566Updated 2 weeks ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆253Updated last month
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆178Updated 10 months ago
- A collection of homeworks of market microstructure models.☆258Updated 7 years ago
- High frequency trading bot for crypto currencies☆405Updated 3 years ago
- High Frequency Market Making☆580Updated last year
- ☆47Updated 6 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated 11 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆128Updated last year
- ☆49Updated 10 months ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated last year
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Updated last year
- A fast L2/L3 orderbook data structure, in C, for Python☆284Updated 10 months ago
- Cross Exchange/Hedged market making Trading Bot in C++☆153Updated 2 years ago
- Orderflow trading bot based on BSI☆19Updated last year
- High-frequency statistical arbitrage☆216Updated 2 years ago
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆145Updated last month
- A collection of helpful trading scripts I've hacked together☆40Updated 2 years ago
- A simple, extensible implementation of the limit order book.☆138Updated 4 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆583Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆218Updated 2 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆222Updated 4 years ago
- ☆414Updated 4 years ago
- Simple Market-Taking Card Game☆22Updated last year
- Sharing quantitative analyses on Crypto Lake data☆66Updated last year
- algo trading backtesting on BitMEX☆82Updated last year
- Pairs Trading using Statistical Arbitrage☆179Updated 3 years ago
- Market Making Strategy for Paradex Perpetuals☆26Updated 6 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆86Updated 2 years ago
- ☆35Updated 9 months ago