globophobe / django-quant-tickLinks
📈 Aggregate candlesticks from high frequency tick data from S3 and REST APIs
☆18Updated 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:
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Sharing quantitative analyses on Crypto Lake data☆66Updated last year
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 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
- Repository for market making ideas☆43Updated last year
- 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
- A sample market maker bot for Bybit☆48Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 3 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆18Updated 9 months ago
- ☆33Updated 4 years ago
- Simple algorithmic trading strategy runner for FTX☆45Updated 2 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆18Updated 8 years ago
- Example of order book modeling.☆58Updated 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
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆114Updated 11 years ago