davecliff / BristolStockExchangeLinks
BSE is a simple minimal simulation of a limit order book financial exchange
☆314Updated 2 months ago
Alternatives and similar repositories for BristolStockExchange
Users that are interested in BristolStockExchange are comparing it to the libraries listed below
Sorting:
- Python implementation of fast limit-order book.☆317Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆190Updated 2 years ago
- Matching Engine for Limit Order Book☆390Updated 3 years ago
- A python module for algorithmic trading and strategy validation☆291Updated 8 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆175Updated 6 years ago
- A collection of homeworks of market microstructure models.☆248Updated 7 years ago
- Quantitative Finance and Algorithmic Trading☆362Updated 9 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆197Updated last year
- Limit Order Book Implemented in Python☆95Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆166Updated last year
- ☆200Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Market Making via Reinforcement Learning☆326Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,137Updated 7 months ago
- Deep Q-Learning for Market Making☆124Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆168Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆144Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆239Updated this week
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆305Updated 4 months ago
- Nasdaq Order Book Reconstructor☆245Updated 3 years ago
- Bitstamp real time console based limit order book☆131Updated last month
- ☆340Updated last year
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆163Updated 5 years ago
- Option and stock backtester / live trader☆261Updated 6 months ago
- Example Order Book Imbalance Algorithm☆804Updated last year
- Fast and scalable construction of risk parity portfolios☆304Updated last year
- QSTrader☆131Updated 6 years ago