ghgr / HFT_BitcoinLinks
Analysis of High Frequency Trading on Bitcoin exchanges
☆156Updated 7 years ago
Alternatives and similar repositories for HFT_Bitcoin
Users that are interested in HFT_Bitcoin are comparing it to the libraries listed below
Sorting:
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆141Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆120Updated 2 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆160Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆219Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- High Frequency Trading☆109Updated 6 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆105Updated last year
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆68Updated 9 years ago
- Visualization Tool for Deribit Options☆81Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆133Updated 6 years ago
- ☆138Updated 2 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
- QSTrader☆133Updated 6 years ago
- algo trading backtesting on BitMEX☆77Updated last year
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆233Updated 2 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Technical Analysis Library Time-Series☆153Updated last month
- Deep Q-Learning for Market Making☆124Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- An event-driven backtester☆106Updated 5 years ago
- Neural Network for HFT-trading [experimental]☆87Updated 4 years ago
- High-frequency statistical arbitrage☆192Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆205Updated 4 years ago
- Machine Learning Algorithms For VWAP Prediction☆47Updated 6 years ago