Alternatives and similar repositories for deep_orderbook

Users that are interested in deep_orderbook are comparing it to the libraries listed below

• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 7 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆75Updated 7 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆49Updated 5 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆37Updated 5 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆57Updated 4 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆31Updated last year
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 3 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆59Updated 2 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆34Updated 5 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆42Updated 2 years ago
• JVfisher / gammascalping
  实行gamma scalping策略时的期权组合选择工具
  ☆16Updated 6 years ago
• Zhenfeng-Liang / Market_MicroStructure_Models
  ☆25Updated 9 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆60Updated 6 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 4 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆70Updated 9 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 7 years ago
• Gaochenyin / Quantative-Trading-Models
  These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University
  ☆19Updated 6 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 3 years ago
• benzyx / tamit2019
  High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.
  ☆19Updated 5 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆41Updated last year
• koteyevlev / MarketMakingMLAlgo
  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
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆21Updated 6 years ago
• fraserjohnstone / pairs-trading-backtest-system
  Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies
  ☆22Updated 5 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆66Updated last year
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago