deandreee / medium_pairs_p1Links
☆13Updated 6 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
Sorting:
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Repo for HFT project in CMF☆30Updated 2 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- ☆49Updated 8 years ago
- Optimal high-frequency market making strategy☆23Updated 9 months ago
- Market making strategy example☆29Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- Phd repo☆17Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆114Updated 11 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆71Updated 7 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Repository for market making ideas☆43Updated last year
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 3 years ago
- ☆36Updated 4 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆21Updated 4 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- ☆21Updated 2 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆21Updated 4 months ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- replication of micro-price on crytocurrency data☆10Updated 3 years ago