Alternatives and similar repositories for Trading-System:

Users that are interested in Trading-System are comparing it to the libraries listed below

• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆23Updated 9 months ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆69Updated last year
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆105Updated last year
• pe049395 / Market-Making
  Repository for market making ideas
  ☆39Updated 9 months ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆76Updated last year
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆71Updated 3 years ago
• theopenstreet / VPIN_HFT
  ☆108Updated 7 years ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆25Updated 3 years ago
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆137Updated last year
• jshellen / statarb
  ☆29Updated 3 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆30Updated 3 years ago
• xhshenxin / Micro_Price
  ☆47Updated 3 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆34Updated 4 years ago
• automatedalgo / apex
  Algorithmic trading strategies research and execution platform
  ☆19Updated 8 months ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆27Updated 3 years ago
• brprojects / Limit-Order-Book
  Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
  ☆37Updated 8 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆102Updated 9 months ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆101Updated 5 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• baobach / HFT_Papers
  A curated list of Quantitative Finance papers.
  ☆47Updated last month
• jifengthu / awesome_hft_factors
  ☆23Updated 2 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆70Updated 7 years ago
• pfei-sa / binance-LOB
  Build your own historical Limit Order Book dataset
  ☆37Updated 3 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆41Updated 7 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆69Updated 4 years ago
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆35Updated 9 months ago