davecliff / BSE2Links
Bristol Stock Exchange, Version 2: a simulation of a contemporary limit-order-book financial exchange.
☆24Updated 6 years ago
Alternatives and similar repositories for BSE2
Users that are interested in BSE2 are comparing it to the libraries listed below
Sorting:
- 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
- ☆36Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 7 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Collections of snippets for trading I find interesting☆27Updated 10 months ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- my talk for credit suisse☆41Updated this week
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- ☆24Updated 5 years ago
- ☆53Updated 4 years ago
- ☆25Updated 10 years ago
- Factor Expression + Historical Data = Factor Values☆30Updated last year
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 10 years ago
- Research on options using machine learning algorithms trained on historical data.☆18Updated 4 months ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆23Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- ☆27Updated 6 years ago
- finance☆43Updated 8 years ago
- Fractal Adaptive Moving Average☆26Updated 5 years ago
- Example of order book modeling.☆58Updated 6 years ago
- ☆44Updated last year
- ☆12Updated 2 years ago