deandreee / medium_pairs_p1
☆13Updated 5 years ago
Alternatives and similar repositories for medium_pairs_p1:
Users that are interested in medium_pairs_p1 are comparing it to the libraries listed below
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Market making strategy example☆25Updated 3 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20Updated 3 years ago
- ☆21Updated 2 years ago
- Phd repo☆16Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆30Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 4 years ago
- Repository for market making ideas☆38Updated 8 months ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- ☆46Updated 7 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆10Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆47Updated 4 years ago
- ☆47Updated 3 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆25Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆50Updated 4 years ago
- Bitmex market microstructure analytics☆20Updated 3 years ago
- ☆37Updated 2 years ago
- ☆24Updated 9 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Updated 6 years ago
- ☆29Updated 3 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆11Updated 6 months ago
- Optimal high-frequency market making strategy☆17Updated last month
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆7Updated 3 years ago