Alternatives and similar repositories for Bitmex_HFT

Users that are interested in Bitmex_HFT are comparing it to the libraries listed below

• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• layoups / microstructure-and-liquidity
  ☆21Updated 2 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 3 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• jshellen / statarb
  ☆32Updated 3 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆52Updated 4 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆33Updated 3 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆63Updated 5 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆28Updated 3 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆31Updated last year
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 6 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
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• FranklinMa810 / Market-Microstructure
  ☆22Updated 5 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆31Updated last year
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆58Updated 6 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 3 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆25Updated 9 months ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆51Updated 3 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆22Updated last year
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆21Updated 7 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆111Updated 11 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆48Updated 6 years ago