Alternatives and similar repositories for lake-api

Users that are interested in lake-api are comparing it to the libraries listed below

• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆81Updated 2 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆69Updated last year
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆78Updated 7 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆60Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆122Updated 7 years ago
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆54Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆235Updated 2 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆82Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆105Updated last year
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆70Updated last year
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆112Updated 12 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 4 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆175Updated 6 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆42Updated last year
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆36Updated last year
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆96Updated last year
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆72Updated 7 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆139Updated 2 years ago
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆19Updated last year
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆24Updated 3 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆75Updated 3 years ago
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆110Updated last month
• jshellen / statarb
  ☆37Updated 4 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆134Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆39Updated 2 months ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆101Updated 5 years ago