bylethquant / simple-data-stack
A Practical Guide to a Simple Data Stack.
☆35Updated 2 months ago
Related projects ⓘ
Alternatives and complementary repositories for simple-data-stack
- Orderflow trading bot based on BSI☆16Updated 3 months ago
- ☆26Updated 3 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆10Updated this week
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 3 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- ☆38Updated 5 years ago
- Package to build risk model for factor pricing model☆24Updated 3 months ago
- Sharing quantitative analyses on Crypto Lake data☆56Updated 2 months ago
- ☆14Updated 2 years ago
- ☆18Updated 4 years ago
- Dashboard to track crypto spot-futures premiums☆51Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆87Updated 6 months ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆57Updated 4 years ago
- Time Series Prediction of Volume in LOB☆53Updated 7 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆59Updated 4 years ago
- Repository for market making ideas☆37Updated 6 months ago
- Deep learning approach for market price prediction, in JAX☆29Updated 6 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- ☆56Updated 2 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆33Updated last year
- Market Making in Python☆12Updated 7 months ago
- a cpp framework for crypto currentcy tick data backtesting☆16Updated 3 years ago
- ☆20Updated 2 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆29Updated 2 months ago
- ☆46Updated 3 years ago
- Hexital - Incremental Technical Analysis Library☆14Updated last week
- Example of order book modeling.☆57Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago