junosan / SibylLinks
Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
☆42Updated 8 years ago
Alternatives and similar repositories for Sibyl
Users that are interested in Sibyl are comparing it to the libraries listed below
Sorting:
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- Event-driven backtest/realtime quantitative trading system.☆75Updated 3 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- 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 12 years ago
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- C++23 examples.☆164Updated 2 weeks ago
- High Frequency Trading☆109Updated 7 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆90Updated 7 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 7 years ago
- ☆49Updated 8 years ago
- HFTrader is fully automated high frequency trading system☆94Updated 12 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆146Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- #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,…☆49Updated 3 months ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆163Updated 5 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Deep Q-Learning for Market Making☆125Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Example of order book modeling.☆57Updated 6 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…☆70Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago