justusip / cryptowizardLinks
A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading
☆11Updated 8 months ago
Alternatives and similar repositories for cryptowizard
Users that are interested in cryptowizard are comparing it to the libraries listed below
Sorting:
- An automatic high frequency trading bot for cryptocurrencies☆23Updated 5 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
- Binance cash-and-carry arbitrage bot☆77Updated 3 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆25Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 5 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 4 years ago
- Order Book Imbalance trading strategy☆11Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Updated 4 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Updated 7 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Updated 7 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- ☆16Updated 3 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Market Making in Python☆19Updated last year
- Derive order flow from Tick and Trade data.☆33Updated 4 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆77Updated 5 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆33Updated 11 months ago
- High Frequency Market Making: Optimal Quoting☆15Updated 2 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆21Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated last year
- Repo for HFT project in CMF☆29Updated 3 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20Updated 4 years ago
- Optimal high-frequency market making strategy☆26Updated last year