jshellen / statarbLinks
☆36Updated 4 years ago
Alternatives and similar repositories for statarb
Users that are interested in statarb are comparing it to the libraries listed below
Sorting:
- Repo for HFT project in CMF☆29Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- ☆52Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 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…☆72Updated 7 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Mid price estimation in LOB using Markov model☆13Updated 3 years ago
- ☆119Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 4 years ago
- ☆28Updated 3 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Repository for market making ideas☆43Updated last year
- Market Making in Python☆17Updated last year
- ☆24Updated 5 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated last year
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Package to build risk model for factor pricing model☆27Updated last year
- algo trading backtesting on BitMEX☆82Updated last year
- Optimal high-frequency market making strategy☆24Updated 10 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆86Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago