☆21Nov 4, 2022Updated 4 years ago
Alternatives and similar repositories for microstructure-and-liquidity
Users that are interested in microstructure-and-liquidity are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A reproducible benchmark for learning and extending controlled symbolic sequences.☆15Oct 3, 2026Updated last month
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 5 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆18Sep 12, 2020Updated 6 years ago
- Introducing more of the standard library☆26Aug 6, 2024Updated 2 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Sep 23, 2020Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆13May 27, 2023Updated 3 years ago
- ☆15Apr 6, 2022Updated 4 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆20Jan 13, 2023Updated 3 years ago
- Order Book and Trade Book, Realized Volatility, Random Forest☆13Oct 23, 2023Updated 3 years ago
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 4 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Sample BitMEX Market Making Bot☆30Apr 8, 2021Updated 5 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆42Jan 3, 2021Updated 5 years ago
- L3 Order Book and Matching Engine Implementaion in Java☆29Aug 5, 2021Updated 5 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- ☆16Jun 28, 2022Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- Legacy research experiment (2021): SAC autohedging / market-making environment. Paper-backed GPU training, not a current flagship.☆10Aug 23, 2026Updated 2 months ago
- Estimation of the lead-lag parameter from non-synchronous data.☆142Apr 1, 2025Updated last year
- ☆71Oct 22, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Order Book Analytics Database☆12Mar 31, 2020Updated 6 years ago
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆14Aug 27, 2021Updated 5 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 5 years ago
- esig python package☆55Dec 17, 2024Updated last year
- ☆25Dec 18, 2015Updated 10 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- Python utilities for (order statistic) volatility estimators☆13May 23, 2018Updated 8 years ago
- Market making strategies and scientific papers☆15Aug 20, 2023Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Phd repo☆18Jul 14, 2022Updated 4 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- ☆13May 21, 2019Updated 7 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- ☆16Jul 17, 2020Updated 6 years ago
- Final Project for FINM33150, University of Chicago, Regression Analysis and Quantitative Trading Strategies☆11Jul 7, 2021Updated 5 years ago