ghgr / orderbook-vizLinks
Visualization of the full depth of the order book along time
☆21Updated 5 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☆22Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- finance☆43Updated 8 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆52Updated 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.☆37Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 3 years ago
- Collections of snippets for trading I find interesting☆27Updated 9 months ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Pull price targets from IEXCloud and paper trade on Alpaca 🦙☆13Updated 4 years ago
- Deep learning for limit order book trading and mid-price movement☆56Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Example of order book modeling.☆57Updated 6 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆19Updated 8 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- Multi Strategy Trading Algorithm☆48Updated 8 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆35Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Sample BitMEX Market Making Bot☆27Updated 4 years ago
- Implementation of AFML Book☆21Updated 6 years ago