Alternatives and similar repositories for High-Frequency-Trading-Simulation-System:

Users that are interested in High-Frequency-Trading-Simulation-System are comparing it to the libraries listed below

• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆107Updated 6 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆120Updated 6 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 2 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆111Updated 11 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆102Updated 6 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆67Updated 8 years ago
• Gaochenyin / Quantative-Trading-Models
  These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University
  ☆18Updated 6 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆114Updated last year
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆156Updated 7 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆90Updated 4 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• icezerowjj / MultipleFactorRiskModel
  This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…
  ☆72Updated 7 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 5 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆95Updated 4 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆85Updated 8 months ago
• theopenstreet / VPIN_HFT
  ☆112Updated 7 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆46Updated 8 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆28Updated 8 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆74Updated 3 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• pfei-sa / binance-LOB
  Build your own historical Limit Order Book dataset
  ☆39Updated 3 years ago