davecliff / BSE2Links
Bristol Stock Exchange, Version 2: a simulation of a contemporary limit-order-book financial exchange.
☆23Updated 5 years ago
Alternatives and similar repositories for BSE2
Users that are interested in BSE2 are comparing it to the libraries listed below
Sorting:
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 7 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆29Updated 5 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Collections of snippets for trading I find interesting☆27Updated 6 months ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 8 years ago
- my talk for credit suisse☆38Updated this week
- By means of stochastic volatility models☆44Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 9 years ago
- ☆51Updated 4 years ago
- ☆35Updated 7 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- ☆44Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- ☆25Updated 9 years ago
- Order Book Analytics Database☆12Updated 5 years ago
- Deep learning modelling of orderbooks☆97Updated 4 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Basic Limit Order Book functions☆22Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Code for getting implied volatility in Python☆26Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- ☆14Updated 3 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆115Updated 7 years ago
- Machine learning end-to-end research and trade execution☆98Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago