Alternatives and similar repositories for mm-glosten-milgrom:

Users that are interested in mm-glosten-milgrom are comparing it to the libraries listed below

• r8m / MarketMaker
  Marketmaker trading strategy
  ☆27Updated 8 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆58Updated 5 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆107Updated 9 years ago
• mselser95 / optimal-market-making
  Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"
  ☆27Updated 3 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆60Updated 7 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 8 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
• drewstone / gym-trading
  Reinforcement learning environment for trading
  ☆15Updated 7 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• lineojcd / Order-Imbalance-Strategy
  for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)
  ☆13Updated 4 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆25Updated 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
• iroot900 / Automated-Market-Maker
  ☆11Updated 9 years ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆51Updated 4 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆67Updated 8 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆41Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• cankav / smobd
  Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010
  ☆18Updated 6 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆21Updated 4 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• alexbotsula / XTX_Challenge
  Models and programs developed as part of XTX Forecastin Challenge 2019
  ☆26Updated last year
• ragoragino / avellaneda-stoikov
  Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…
  ☆89Updated 7 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆110Updated 11 years ago
• gQuantCoder / deep_orderbook
  orderbooks contain so much more organic informations than moving averages...
  ☆15Updated last month
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 6 years ago