bylethquant / simple-data-stackLinks
A Practical Guide to a Simple Data Stack.
☆41Updated 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☆22Updated last year
- ☆38Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Updated 5 years ago
- Package to build risk model for factor pricing model☆28Updated last year
- ☆49Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- ☆123Updated 8 years ago
- Sharing quantitative analyses on Crypto Lake data☆72Updated last year
- Repo for HFT project in CMF☆29Updated 3 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆32Updated last month
- Calibrates microprice model to BitMEX quote data☆62Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆68Updated 5 years ago
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
- Repository for market making ideas☆43Updated last year
- ☆33Updated 3 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Updated 7 years ago
- ☆70Updated 3 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- toolbox of fast mm-related funcs☆222Updated this week
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆61Updated last week
- Market Making in Python☆19Updated last year
- algo trading backtesting on BitMEX☆80Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Mid price estimation in LOB using Markov model☆12Updated 3 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆105Updated last year
- Baruch MFE 2019 Spring☆43Updated 5 years ago