fedecaccia / avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
☆462Updated last year
Alternatives and similar repositories for avellaneda-stoikov:
Users that are interested in avellaneda-stoikov are comparing it to the libraries listed below
- High Frequency Market Making☆481Updated last year
- ☆374Updated 4 years ago
- High frequency trading bot for crypto currencies☆374Updated 2 years ago
- experiments with pair trading☆272Updated last month
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆390Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆288Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆340Updated 9 months ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆223Updated 8 months ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆692Updated last month
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,046Updated 2 months ago
- A fast L2/L3 orderbook data structure, in C, for Python☆262Updated 2 months ago
- PyTrendFollow - systematic futures trading using trend following☆383Updated 6 years ago
- A collection of homeworks of market microstructure models.☆218Updated 6 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆564Updated this week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆905Updated last year
- GPU-accelerated Factors analysis library and Backtester☆666Updated last year
- Backtest and live trading in Python☆554Updated 6 months ago
- bybit simple market maker☆479Updated 4 months ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆425Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆196Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆136Updated 4 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆521Updated this week
- Code implementation of the Quantigic 101 Formulaic Alphas☆453Updated 5 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆173Updated last year
- ☆315Updated 10 months ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆459Updated 2 years ago
- High-frequency statistical arbitrage☆158Updated last year
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆401Updated 3 years ago
- Example Order Book Imbalance Algorithm☆775Updated last year