Alternatives and similar repositories for microstructure-and-liquidity

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

• jshellen / statarb
  ☆35Updated 4 years ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆54Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆26Updated last year
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆29Updated 2 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆18Updated 4 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆20Updated 3 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆28Updated 4 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆28Updated last year
• xhshenxin / Micro_Price
  ☆51Updated 4 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 3 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆54Updated this week
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• jo-cho / Technical_Analysis_Strategies_Cryptocurrency
  Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data
  ☆21Updated 4 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆31Updated 3 years ago
• bellyfat / mm-algo-prototype
  Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.
  ☆19Updated 3 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 5 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆49Updated 6 years ago
• bottama / 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…
  ☆8Updated 3 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆42Updated last year
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 10 months ago
• comeh / LOB_AlgoTrading
  Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…
  ☆23Updated 6 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆17Updated 3 years ago
• financialnoob / crypto
  experiments with crypto trading
  ☆17Updated last year
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆66Updated 11 months ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago