Alternatives and similar repositories for market-microstructure

Users that are interested in market-microstructure are comparing it to the libraries listed below

• oronimbus / HW1F-HW2F
  Hull-White 1/2 Factor Dynamics
  ☆15Updated 3 years ago
• haosongQuant / OrderBook-Tick-Data-Trading
  verify OrderBook Tick Data Trading Strategy on futures.
  ☆16Updated 6 years ago
• pengxin123 / mth-9879
  Baruch course - Market Microstructure
  ☆14Updated 9 years ago
• thertrader / Lobster-Python-Demo-Code
  Python demo code for LOBSTER limit order book data
  ☆13Updated 5 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• Zhenfeng-Liang / Market_MicroStructure_Models
  ☆25Updated 9 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• kanwardusaj / wqu_machinelearning_finance
  Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…
  ☆11Updated 4 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆64Updated 6 years ago
• evelynpurse / CTA_summary
  Testing trading signals of commodity futures
  ☆17Updated 5 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆68Updated 3 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆15Updated 3 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• Yvaine-Zhang / Models-for-Intraday-Trading-Volume-Prediction
  Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…
  ☆52Updated 5 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆14Updated 2 years ago
• scibrokes / real-time-fxcm
  #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
• pingfcc99 / FixedIncomeQuantTrading
  ☆18Updated 7 years ago
• alexanu / OrderBook-Tick-Data-Trading-Strategy
  ☆11Updated 7 years ago
• Silkdust / mlfactor-python
  Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust
  ☆12Updated 2 years ago
• sle14 / Options-market-making-using-a-stochastic-control-approach
  Derivation of analytical expressions of optimal quotes for market making in options.
  ☆22Updated 3 years ago
• ialpatov / hft
  High Frequency Market Making: Optimal Quoting
  ☆13Updated 2 years ago
• yuba316 / OptionBackTest
  from for/if/else to my first option back-test function
  ☆21Updated 5 years ago
• benzyx / tamit2019
  High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.
  ☆19Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆79Updated 7 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆70Updated 2 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆56Updated 5 years ago
• LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
  Design your own Trading Strategy
  ☆39Updated last year
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆59Updated last year