globophobe / django-quant-tickLinks
π Aggregate candlesticks from high frequency tick data from S3 and REST APIs
β18Updated last week
Alternatives and similar repositories for django-quant-tick
Users that are interested in django-quant-tick are comparing it to the libraries listed below
Sorting:
- π Aggregate candlesticks from high frequency tick data from WebSocketsβ30Updated last year
- 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 11 months ago
- algo trading backtesting on BitMEXβ81Updated 2 years ago
- high-frequency grid trading strategy backtesting for binance futuresβ26Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.β75Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake dataβ73Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in Deβ¦β55Updated 5 years ago
- Example of adaptive trend following strategy based on Renkoβ123Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)β103Updated 6 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.β21Updated 4 years ago
- Repository for market making ideasβ43Updated last year
- A sample market maker bot for Bybitβ51Updated 4 years ago
- β34Updated 5 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currenciesβ23Updated 5 years ago
- Example of order book modeling.β58Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedgingβ79Updated 8 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cateβ¦β23Updated 4 years ago
- Pairs trading strategy example based on Catalystβ49Updated 7 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
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paperβ33Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.β35Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairsβ35Updated 4 years ago
- Binance cash-and-carry arbitrage botβ77Updated 3 years ago
- Volume-Synchronized Probability of Informed Tradingβ113Updated 12 years ago
- High-frequency trading in a limit order bookβ59Updated 6 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.β179Updated 6 years ago
- Simple market maker bot (grid order)β43Updated 6 years ago
- β39Updated 4 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasetsβ26Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTMβ58Updated 5 years ago