Analysis of High Frequency Trading on Bitcoin exchanges
☆174Aug 21, 2017Updated 9 years ago
Alternatives and similar repositories for HFT_Bitcoin
Users that are interested in HFT_Bitcoin are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 9 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Feb 27, 2019Updated 7 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆280Apr 12, 2022Updated 4 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Apr 9, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆125May 20, 2024Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆45Jul 24, 2020Updated 6 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆70Aug 8, 2017Updated 9 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆112Oct 16, 2015Updated 11 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆42Nov 21, 2019Updated 6 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆186Sep 28, 2019Updated 7 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆154May 9, 2020Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- High Frequency Trading☆113Jun 10, 2018Updated 8 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,366Aug 27, 2022Updated 4 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- High Frequency Jump Prediction Project☆37Jun 1, 2020Updated 6 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 8 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Oct 27, 2019Updated 7 years ago
- 非平衡订单流高频交易模型☆115Nov 6, 2018Updated 7 years ago
- High Frequency Market Making☆649Sep 24, 2023Updated 3 years ago
- HFTrader is fully automated high frequency trading system☆97Dec 12, 2012Updated 13 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Apply different deep learning models to limit order book.☆13Mar 6, 2018Updated 8 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,388Nov 13, 2024Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆737Jul 6, 2023Updated 3 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆72Jun 15, 2024Updated 2 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- ☆15Apr 6, 2022Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆155May 6, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Neural Network for HFT-trading [experimental]☆90Mar 5, 2021Updated 5 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆42Jan 3, 2021Updated 5 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 5 years ago
- ☆16Jun 28, 2022Updated 4 years ago
- An algorithmic trading robot written in Python.☆27Jun 4, 2017Updated 9 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…☆78Jun 3, 2018Updated 8 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 6 years ago