ghgr / orderbook-vizLinks
Visualization of the full depth of the order book along time
☆21Updated 6 years ago
Alternatives and similar repositories for orderbook-viz
Users that are interested in orderbook-viz are comparing it to the libraries listed below
Sorting:
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆23Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Collections of snippets for trading I find interesting☆28Updated 11 months ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Multi Strategy Trading Algorithm☆47Updated 8 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆19Updated 8 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 3 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21Updated 4 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆37Updated 4 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Sample BitMEX Market Making Bot☆28Updated 4 years ago
- Time-Series Momentum Strategies☆12Updated 7 years ago
- ☆17Updated 3 years ago
- finance☆43Updated 8 years ago
- ☆23Updated 6 years ago