bylethquant / simple-data-stack
A Practical Guide to a Simple Data Stack.
☆40Updated 7 months ago
Alternatives and similar repositories for simple-data-stack:
Users that are interested in simple-data-stack are comparing it to the libraries listed below
- Orderflow trading bot based on BSI☆17Updated 8 months ago
- ☆31Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- ☆24Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 8 months ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- Repository for market making ideas☆40Updated last year
- ☆43Updated 5 years ago
- ☆39Updated 3 years ago
- ☆113Updated 7 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Python framework to easily build massively parallel, concurrent, and asynchronous event-based code that follows the actor model.Updated 8 months ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆16Updated 7 months ago
- ☆31Updated 5 months ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- ☆49Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆60Updated 2 years ago
- ☆48Updated 7 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆43Updated last week
- Deep learning approach for market price prediction, in JAX☆38Updated 11 months ago
- Mid price estimation in LOB using Markov model☆12Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆114Updated last year
- Market Making in Python☆17Updated last year
- Package to build risk model for factor pricing model☆24Updated 9 months ago