globophobe / asyncio-quant-tickLinks
🔌 Aggregate candlesticks from high frequency tick data from WebSockets
☆30Updated 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:
- Sharing quantitative analyses on Crypto Lake data☆66Updated 11 months ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆52Updated 5 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Repository for market making ideas☆42Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- algo trading backtesting on BitMEX☆80Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- A sample market maker bot for Bybit☆48Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- ☆33Updated 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 …☆33Updated 6 months ago
- ☆36Updated 4 years ago
- Sophisticated Scalper Bot for BitMEX using orders imbalance analysis☆95Updated last year
- ☆117Updated 7 years ago
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- ☆49Updated 8 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Example of adaptive trend following strategy based on Renko☆121Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆53Updated 4 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 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 in…☆71Updated 7 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- Market making strategy example☆29Updated 4 years ago