Alternatives and similar repositories for lake-api

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

• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆71Updated last year
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆61Updated 4 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆81Updated 2 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆79Updated 7 years ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆105Updated last year
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• jshellen / statarb
  ☆38Updated 4 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆36Updated last year
• pe049395 / Market-Making
  Repository for market making ideas
  ☆43Updated last year
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆55Updated 5 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆96Updated last year
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆37Updated 4 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆141Updated 2 years ago
• 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
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆239Updated 2 years ago
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆67Updated 5 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆75Updated 3 years ago
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆55Updated last year
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆113Updated last month
• SpiralDevelopment / crypto-hft-data
  Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
  ☆76Updated 5 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆140Updated last year
• 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.
  ☆176Updated 6 years ago
• Peropero0 / quantitative_finance_playground
  ☆65Updated 11 months ago
• staccDOTsol / DeribitMarketMaker2
  ☆34Updated 5 years ago
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆25Updated 3 years ago
• globophobe / asyncio-quant-tick
  🔌 Aggregate candlesticks from high frequency tick data from WebSockets
  ☆30Updated 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
  ☆113Updated 12 years ago