diovisgood / intradayLinks
Gym environment which simulates intraday trading
☆27Updated 3 years ago
Alternatives and similar repositories for intraday
Users that are interested in intraday 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
- Repo for HFT project in CMF☆28Updated 2 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 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
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 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,…☆50Updated 3 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- ☆114Updated 7 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Repository for market making ideas☆41Updated last year
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆53Updated 4 years ago
- A simple dashboard for graphing tensortrade simulations☆28Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆47Updated 5 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆165Updated 5 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆58Updated 4 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆52Updated 4 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆101Updated 3 months ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated 10 months ago