Alternatives and similar repositories for SimpleOrderbook:

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

• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• Macfly / HFTSimulator
  ☆28Updated 9 years ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆25Updated 3 years ago
• xhshenxin / Micro_Price
  ☆49Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆41Updated 6 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆14Updated 7 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆88Updated 4 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆32Updated 3 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆110Updated 11 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆58Updated 5 years ago
• cltwski / OrderBookSimulatorWithOpenCL
  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…
  ☆25Updated 11 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆86Updated 6 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆67Updated 8 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated this week
• vollib / lets_be_rational
  ☆41Updated 9 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆41Updated 6 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆27Updated 8 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆87Updated 11 years ago
• jmcph4 / PyOBSim
  A Python module for market simulation
  ☆23Updated 2 months ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 8 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆75Updated 6 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆29Updated 11 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 6 years ago
• theopenstreet / VPIN_HFT
  ☆112Updated 7 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆39Updated 11 months ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• jshellen / statarb
  ☆31Updated 3 years ago