jaNGOB / Bitmex_HFT
Bitmex market microstructure analytics
☆21Updated 4 years ago
Alternatives and similar repositories for Bitmex_HFT:
Users that are interested in Bitmex_HFT are comparing it to the libraries listed below
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆31Updated 3 years ago
- ☆21Updated 2 years ago
- ☆49Updated 3 years ago
- ☆35Updated 7 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- ☆21Updated 5 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- Collection of Models related to market making☆16Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Basic Limit Order Book functions☆21Updated 6 years ago
- ☆16Updated 2 years ago
- Marketmaker trading strategy☆27Updated 8 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Market making strategy example☆25Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- 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 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- stores market data from cryptofeed to kdb+☆23Updated 4 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆88Updated 4 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago