evermarkets / market-maker-botLinks
Market making strategy example
☆29Updated 4 years ago
Alternatives and similar repositories for market-maker-bot
Users that are interested in market-maker-bot are comparing it to the libraries listed below
Sorting:
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Repository for market making ideas☆42Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- algo trading backtesting on BitMEX☆80Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 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 5 years ago
- replication of micro-price on crytocurrency data☆10Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Repo for HFT project in CMF☆30Updated 2 years ago
- ☆33Updated 4 years ago
- ☆36Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 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
- ☆20Updated 5 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
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Optimal high-frequency market making strategy☆23Updated 9 months ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated 11 months ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆18Updated 9 months ago
- Market Making in Python☆19Updated last year
- ☆13Updated 6 years ago
- Collection of Models related to market making☆18Updated 4 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆21Updated 4 years ago