Sharing quantitative analyses on Crypto Lake data
☆73Sep 2, 2024Updated last year
Alternatives and similar repositories for analysis-sharing
Users that are interested in analysis-sharing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python API for accessing Lake high frequency tick trades & order book data☆63Nov 2, 2025Updated 4 months ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 4 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- A collection of homeworks of market microstructure models.☆281May 4, 2018Updated 7 years ago
- ☆128Dec 12, 2017Updated 8 years ago
- ☆56Apr 10, 2021Updated 4 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Running hummingbot on kubernetes☆14Mar 24, 2022Updated 3 years ago
- a cpp framework for crypto currentcy tick data backtesting☆18Jun 4, 2021Updated 4 years ago
- Trading with ML on binance microstructure market data☆15Dec 29, 2023Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Algorithmic trading strategies research and execution platform☆72Mar 9, 2026Updated 2 weeks ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- ☆13May 21, 2019Updated 6 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- ☆442Jan 10, 2021Updated 5 years ago
- Simplified Bybit market maker for personal customisation☆20Apr 17, 2021Updated 4 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆100Jul 29, 2024Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆27Apr 8, 2025Updated 11 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Hexital - Incremental Technical Analysis Library☆26Jan 28, 2026Updated last month
- ☆10Nov 16, 2023Updated 2 years ago
- Collect orderbook data from crypto exchanges and publish as GRPC☆13Jun 19, 2022Updated 3 years ago
- Examples of nautilus script☆39Oct 6, 2025Updated 5 months ago
- Volume-Synchronized Probability of Informed Trading☆113Oct 13, 2013Updated 12 years ago
- Strangle realized volatility on Uniswap V3☆19Jul 23, 2021Updated 4 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Sep 10, 2021Updated 4 years ago
- A collection of awesome stuff related to Hummingbot ecosystem.☆140Oct 5, 2022Updated 3 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- ☆21Nov 4, 2022Updated 3 years ago
- Tools and resources created by the Hummingbot community☆31Oct 8, 2023Updated 2 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Application that helps you create, backtest, deploy, and manage Hummingbot instances☆344Oct 27, 2025Updated 4 months ago
- A modular financial assistant: run your investments in the background.☆12Jan 6, 2026Updated 2 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Nov 3, 2021Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- High-frequency statistical arbitrage☆251Jul 30, 2023Updated 2 years ago