ghgr / HFT_BitcoinLinks
Analysis of High Frequency Trading on Bitcoin exchanges
☆169Updated 8 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☆151Updated 5 years ago
- High Frequency Trading☆110Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆143Updated 2 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- ☆143Updated 3 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115Updated last year
- algo trading backtesting on BitMEX☆80Updated 2 years ago
- Neural Network for HFT-trading [experimental]☆88Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 10 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- Limit Order Book Implemented in Python☆99Updated 8 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆253Updated 3 years ago
- Example of adaptive trend following strategy based on Renko☆123Updated 6 years ago
- High-frequency statistical arbitrage☆243Updated 2 years ago
- Visualization Tool for Deribit Options☆83Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆74Updated 3 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆97Updated last year
- Machine Learning Algorithms For VWAP Prediction☆50Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆91Updated 8 years ago
- Fully functioning fast Limit Order Book written in Python☆198Updated 3 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- ☆128Updated 4 months ago