iroot900 / Automated-Market-MakerLinks
☆11Updated 10 years ago
Alternatives and similar repositories for Automated-Market-Maker
Users that are interested in Automated-Market-Maker are comparing it to the libraries listed below
Sorting:
- Marketmaker trading strategy☆28Updated 8 years ago
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- A study of the Glosten and Milgrom model for market making☆16Updated 9 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆37Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- Order Book Imbalance trading strategy☆11Updated 2 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 7 years ago
- Volume Weighted Average Price Optimal Execution☆42Updated 6 years ago
- Market making strategy example☆29Updated 4 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆26Updated 12 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Market Making / Stat Arb strategy☆63Updated 8 years ago
- High Frequency Trading☆110Updated 7 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- ☆10Updated 7 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 9 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Order Imbalance Trading Simulation R Code☆16Updated 6 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago