Alternatives and similar repositories for open-core

Users that are interested in open-core are comparing it to the libraries listed below

• andrewlfc7 / BFX-BSI
  Orderflow trading bot based on BSI
  ☆18Updated 9 months ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 8 months ago
• jshellen / statarb
  ☆33Updated 3 years ago
• alexbotsula / Price_direction_forecast
  ☆45Updated 5 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆17Updated last year
• pe049395 / Market-Making
  Repository for market making ideas
  ☆40Updated last year
• andrewlfc7 / funding-arb-bot
  Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities
  ☆17Updated 8 months ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆53Updated 2 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆65Updated 9 months ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 3 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• gaugau3000 / mc_sim_fin
  Montecarlo simulations/analysis for finance (equity simulator)
  ☆35Updated 2 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆115Updated last year
• PontusHultkrantz / price-discovery
  Mid price estimation in LOB using Markov model
  ☆12Updated 3 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆69Updated 7 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆76Updated 2 years ago
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆186Updated 2 months ago
• 0xFaust12 / alt_data_factor_research
  ☆48Updated 7 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• theopenstreet / VPIN_HFT
  ☆113Updated 7 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆32Updated last year
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆33Updated 3 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆26Updated 10 months ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆74Updated 7 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆58Updated 6 years ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆37Updated 5 months ago
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆63Updated 4 years ago