kostyafarber / crypto-lob-data-pipeline

Related projects: ⓘ

• pe049395 / Market-Making
  Repository for market making ideas
  ☆33Updated 4 months ago
• QuantFreedom1022 / Footprints
  ☆14Updated this week
• jeromeku / cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
  This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…
  ☆12Updated 3 years ago
• vavarb / vavabot_options_strategy
  Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …
  ☆25Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆55Updated 5 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆25Updated last year
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆56Updated last year
• layoups / microstructure-and-liquidity
  ☆20Updated last year
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆25Updated 3 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆17Updated 4 months ago
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆14Updated 4 years ago
• crypto-lake / lake-api
  Python API for accessing Lake high frequency tick trades & order book data
  ☆24Updated last week
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆32Updated 3 years ago
• wcskkk375 / CryptoBacktest
  a cpp framework for crypto currentcy tick data backtesting
  ☆15Updated 3 years ago
• xhshenxin / Micro_Price
  ☆46Updated 3 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆20Updated last month
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆24Updated 3 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆16Updated 2 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆14Updated 3 years ago
• hudson-and-thames / example-notebooks
  ☆14Updated last year
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆53Updated 3 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆46Updated 3 years ago
• jshellen / statarb
  ☆26Updated 3 years ago
• hangukquant / credit_semaphore
  ☆31Updated this week
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆16Updated 5 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆40Updated 7 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆34Updated 3 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆52Updated 2 weeks ago
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆23Updated 4 months ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆25Updated 4 years ago