fiquant / marketsimulatorLinks
The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure.
☆66Updated 10 years ago
Alternatives and similar repositories for marketsimulator
Users that are interested in marketsimulator are comparing it to the libraries listed below
Sorting:
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆37Updated 7 years ago
- A Python module for market simulation☆23Updated 6 months ago
- Example of order book modeling.☆57Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- 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
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 7 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago
- ☆35Updated 7 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆76Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Algo execution engine☆93Updated 9 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆115Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- ☆49Updated 8 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 4 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- Deep Q-Learning for Market Making☆125Updated 7 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Bitstamp real time console based limit order book☆131Updated 2 months ago
- ☆44Updated last year
- HFT, A high-frequency trading simulation package in R☆84Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago