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:
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- Matlab Financial Engineering Toolkit☆9Updated 8 years ago
- A study of the Glosten and Milgrom model for market making☆16Updated 9 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Updated 11 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- ☆39Updated 5 years ago
- ☆28Updated 10 years ago
- convertible bond pricing☆13Updated 10 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆51Updated 4 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆91Updated 7 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
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- 高频交易系统结构☆15Updated 5 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
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Market making strategy example☆28Updated 4 years ago
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- Market Making / Stat Arb strategy☆63Updated 8 years ago
- ☆49Updated 8 years ago
- ☆43Updated 8 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Prototype market maker specialized to trade on CoinbasePro☆26Updated 2 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆37Updated 4 years ago
- Optimal high-frequency market making strategy☆23Updated 8 months ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Updated 7 years ago