davecliff / BristolStockExchange
BSE is a simple minimal simulation of a limit order book financial exchange
☆298Updated 7 months ago
Related projects ⓘ
Alternatives and complementary repositories for BristolStockExchange
- Python implementation of fast limit-order book.☆305Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆180Updated last year
- Matching Engine for Limit Order Book☆366Updated 2 years ago
- Nasdaq Order Book Reconstructor☆228Updated 3 years ago
- Basic options pricing in Python☆307Updated 9 years ago
- Deep Q-Learning for Market Making☆118Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,016Updated last week
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated last year
- Quantitative Finance and Algorithmic Trading☆326Updated 9 years ago
- Limit Order Book data analysis and modeling using LSTM network☆127Updated 5 years ago
- ☆311Updated 9 months ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆151Updated 7 years ago
- Fast and scalable construction of risk parity portfolios☆289Updated 5 months ago
- ☆149Updated 4 years ago
- Market Making via Reinforcement Learning☆315Updated 5 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆538Updated 7 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆233Updated 9 months ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆364Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆287Updated 2 months ago
- A collection of homeworks of market microstructure models.☆211Updated 6 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 4 years ago
- A python module for algorithmic trading and strategy validation☆279Updated 7 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆175Updated 6 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆344Updated 6 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆167Updated last year
- We implement the paper: Deep Learning Volatility☆177Updated 4 years ago
- A C++ and Python implementation of the limit order book.☆243Updated 4 years ago
- Option and stock backtester / live trader☆243Updated this week