cimourdain / estrade
Backtest and run stock trading CFD strategies tick by tick
☆14Updated 4 years ago
Alternatives and similar repositories for estrade
Users that are interested in estrade are comparing it to the libraries listed below
Sorting:
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 6 years ago
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Fetch klines and trades data from binance.☆21Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 6 months ago
- a cpp framework for crypto currentcy tick data backtesting☆16Updated 3 years ago
- ☆11Updated 6 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 5 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- Alpha研究平台☆19Updated 3 years ago
- Repository for market making ideas☆40Updated last year
- ☆25Updated 2 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- ☆32Updated 3 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Example of order book modeling.☆56Updated 5 years ago