gty3 / dom-replayLinks
☆51Updated last year
Alternatives and similar repositories for dom-replay
Users that are interested in dom-replay are comparing it to the libraries listed below
Sorting:
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- Real-time & historical data API for US stocks and options☆67Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆123Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- Visualize an order book using Perspective and the Gemini sandbox API.☆49Updated 3 years ago
- ☆66Updated 11 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Different quantitative trading models research☆55Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆284Updated last week
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆197Updated last week
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆131Updated 10 months ago
- Visualisation for auction market theory with live charts☆127Updated 5 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆145Updated last year
- Automatically generated reports and diagnostics of interest to futures traders☆62Updated this week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆145Updated 5 months ago
- A collection of homeworks of market microstructure models.☆272Updated 7 years ago
- ☆141Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆83Updated last year
- Option and stock backtester / live trader☆281Updated last year
- A footprint reversal system to be used inline with your market structure analysis.☆87Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago