globophobe / asyncio-quant-tickLinks
π Aggregate candlesticks from high frequency tick data from WebSockets
β30Updated last year
Alternatives and similar repositories for asyncio-quant-tick
Users that are interested in asyncio-quant-tick are comparing it to the libraries listed below
Sorting:
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in Deβ¦β54Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.β73Updated 3 years ago
- algo trading backtesting on BitMEXβ82Updated last year
- Repository for market making ideasβ43Updated last year
- Sharing quantitative analyses on Crypto Lake dataβ69Updated last year
- Pairs trading strategy example based on Catalystβ50Updated 6 years ago
- Example of order book modeling.β58Updated 6 years ago
- β33Updated 4 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be β¦β33Updated 8 months ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick dataβ36Updated 4 years ago
- β38Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedgingβ79Updated 7 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.β20Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paperβ32Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futuresβ24Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairsβ34Updated 3 years ago
- Market making strategy exampleβ28Updated 4 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.β76Updated 5 years ago
- β119Updated 7 years ago
- A sample market maker bot for Bybitβ48Updated 4 years ago
- Build your own historical Limit Order Book datasetβ46Updated 4 years ago
- Volume-Synchronized Probability of Informed Tradingβ113Updated 12 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.β54Updated 4 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.β60Updated 2 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasetsβ26Updated 7 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 inβ¦β72Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)β104Updated 6 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.β35Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order logβ31Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTMβ55Updated 5 years ago