dendisuhubdy / quanttradeLinks
Quantitative Trading Library
☆28Updated 9 years ago
Alternatives and similar repositories for quanttrade
Users that are interested in quanttrade are comparing it to the libraries listed below
Sorting:
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆37Updated 7 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- Dark Pool☆34Updated 5 years ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆22Updated 4 months ago
- Simple limit order book and matching engine.☆32Updated 2 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 8 years ago
- Market making strategy example☆26Updated 4 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆25Updated 12 years ago
- A study of the Glosten and Milgrom model for market making☆16Updated 9 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated last month
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆49Updated 3 months ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆90Updated 7 years ago
- Repository for market making ideas☆41Updated last year
- Example of order book modeling.☆57Updated 6 years ago
- ☆49Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Sample BitMEX Market Making Bot☆27Updated 4 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- A Python module for market simulation☆23Updated 6 months ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 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…☆70Updated 7 years ago