bylethquant / simple-data-stackLinks
A Practical Guide to a Simple Data Stack.
☆39Updated last year
Alternatives and similar repositories for simple-data-stack
Users that are interested in simple-data-stack are comparing it to the libraries listed below
Sorting:
- Orderflow trading bot based on BSI☆20Updated last year
- ☆37Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Package to build risk model for factor pricing model☆27Updated last year
- Market Making in Python☆19Updated last year
- Sharing quantitative analyses on Crypto Lake data☆69Updated last year
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆29Updated 11 months ago
- ☆49Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆134Updated last year
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- ☆69Updated 3 years ago
- ☆31Updated 3 years ago
- Repository for market making ideas☆42Updated last year
- ☆120Updated 7 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆67Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- Documentation for hangukquant/quantpylib☆35Updated 4 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆88Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆73Updated 5 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago
- Mid price estimation in LOB using Markov model☆13Updated 3 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆58Updated last week
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- ☆53Updated 4 years ago
- algo trading backtesting on BitMEX☆81Updated last year