A Practical Guide to a Simple Data Stack.
☆40Sep 18, 2024Updated 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:
- ☆21May 9, 2024Updated last year
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆32Apr 6, 2024Updated last year
- simple crypto market maker☆596Feb 3, 2026Updated 3 weeks ago
- Simple Market-Taking Card Game☆21May 23, 2024Updated last year
- Uniswap V2 / V3 Analytics with Python☆44Nov 27, 2025Updated 3 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141May 2, 2024Updated last year
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆22May 8, 2024Updated last year
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- toolbox of fast mm-related funcs☆227Feb 20, 2026Updated last week
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆186Nov 12, 2024Updated last year
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆32Dec 14, 2025Updated 2 months ago
- Hexital - Incremental Technical Analysis Library☆26Jan 28, 2026Updated last month
- Postgresql snippets: Several POCs related to my work at Timescale and using the timescaledb extension☆11Oct 31, 2025Updated 4 months ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆47Nov 14, 2021Updated 4 years ago
- Benchmarks to measure the cost of sleeping☆30Jun 27, 2023Updated 2 years ago
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- ☆13Mar 20, 2024Updated last year
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆14Feb 3, 2026Updated 3 weeks ago
- Track which HTTP protocols are being used by exchanges' servers☆15Apr 19, 2024Updated last year
- Volume-Synchronized Probability of Informed Trading☆113Oct 13, 2013Updated 12 years ago
- Package to build risk model for factor pricing model☆28Jul 26, 2024Updated last year
- ☆29Aug 7, 2022Updated 3 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Nov 13, 2023Updated 2 years ago
- ☆99Oct 6, 2025Updated 4 months ago
- bruh☆18Feb 10, 2023Updated 3 years ago
- Memory-safe L4 Switch for Userspace Network Stacks☆19Feb 28, 2021Updated 5 years ago
- Testnet exchange - near identical mirror to the prod exchange | Rest API + WS + Matching Engine☆13Sep 1, 2024Updated last year
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆18Sep 17, 2021Updated 4 years ago
- Trading with ML on binance microstructure market data☆15Dec 29, 2023Updated 2 years ago
- Python SDK for DeFi Analytics, Simulation, and Agents☆19Nov 27, 2025Updated 3 months ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- Systematic trading strategies (for crypto assets), using alternative (on-chain, sentiment) data.☆16Apr 16, 2025Updated 10 months ago
- ☆15Apr 6, 2022Updated 3 years ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Sep 13, 2024Updated last year
- web framework benchmarks for actix-web, axum, warp and net/http(golang)..☆19May 25, 2022Updated 3 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆32Nov 18, 2022Updated 3 years ago
- A collection of homeworks of market microstructure models.☆279May 4, 2018Updated 7 years ago
- Code for the article "Low-level TCP server with Rust and MIO"☆24Sep 6, 2022Updated 3 years ago
- SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series☆49Nov 24, 2024Updated last year