jinjuo / thousandTradingLinks
Quantized transaction strategy open source
☆39Updated 5 years ago
Alternatives and similar repositories for thousandTrading
Users that are interested in thousandTrading are comparing it to the libraries listed below
Sorting:
- ☆28Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆137Updated 2 years ago
- 非平衡订单流高频交易模型☆112Updated 7 years ago
- ☆42Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆111Updated last year
- Market Making in Python☆19Updated last year
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- 基于 TheNextQuant 的量化交易框架☆21Updated 3 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated last year
- 事件驱动的量化交易/做市框架。☆83Updated 6 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆67Updated 3 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Updated 5 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Repository for market making ideas☆42Updated last year
- The Interactive Frontend Built for Aioquant.☆13Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆146Updated 5 years ago
- A muti pairs martingle trading bot for Binance exchange.☆125Updated last year
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆50Updated 7 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆87Updated 2 years ago
- alpha投研示例☆85Updated 2 months ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- a cpp framework for crypto currentcy tick data backtesting☆17Updated 4 years ago
- ☆120Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 4 years ago