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
  ☆65Updated 9 months ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆40Updated last year
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆75Updated 7 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• nkaz001 / data-tardis
  Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
  ☆21Updated 4 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆78Updated last year
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 9 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 6 years ago
• Peropero0 / quantitative_finance_playground
  ☆50Updated 5 months ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• 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…
  ☆51Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 4 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆123Updated 2 years ago
• SpiralDevelopment / crypto-hft-data
  Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
  ☆73Updated 4 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆73Updated 3 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…
  ☆69Updated 7 years ago
• jshellen / statarb
  ☆33Updated 3 years ago
• pfei-sa / binance-LOB
  Build your own historical Limit Order Book dataset
  ☆41Updated 3 years ago
• theopenstreet / VPIN_HFT
  ☆114Updated 7 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆196Updated last year
• aoki-h-jp / binance-bulk-downloader
  A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COI…
  ☆52Updated 5 months ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆55Updated 2 months ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆103Updated 10 months ago
• staccDOTsol / DeribitMarketMaker2
  ☆33Updated 4 years ago
• xhshenxin / Micro_Price
  ☆50Updated 4 years ago
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆17Updated last year
• vavarb / vavabot_options_strategy
  Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …
  ☆31Updated 4 months ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆33Updated 3 years ago