graceyangfan / nautilus_tutorialLinks
Examples of nautilus script
☆39Updated 4 months ago
Alternatives and similar repositories for nautilus_tutorial
Users that are interested in nautilus_tutorial are comparing it to the libraries listed below
Sorting:
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- ☆123Updated 8 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144Updated 2 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆98Updated last year
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- Deep learning approach for market price prediction, in JAX☆56Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Build your own historical Limit Order Book dataset☆49Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆64Updated 4 years ago
- ☆55Updated 4 years ago
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆50Updated 9 months ago
- Repo for HFT project in CMF☆29Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Updated 5 years ago
- Repository for market making ideas☆43Updated last year
- ☆67Updated last year
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆75Updated 3 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Sharing quantitative analyses on Crypto Lake data☆73Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆106Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆114Updated 3 weeks ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago