limx0 / nautilus_talksLinks
☆39Updated 10 months ago
Alternatives and similar repositories for nautilus_talks
Users that are interested in nautilus_talks are comparing it to the libraries listed below
Sorting:
- Implementation of HFT backtesting simulator and Stoikov strategy☆131Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆148Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆106Updated last week
- Calibrates microprice model to BitMEX quote data☆59Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆93Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- ☆58Updated 7 months ago
- Order Imbalance Strategy in High Frequency Trading☆138Updated 7 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆250Updated 3 weeks ago
- ☆52Updated 4 years ago
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆52Updated 2 weeks ago
- algo trading backtesting on BitMEX☆80Updated last year
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆92Updated last year
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆32Updated last year
- ☆117Updated 7 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆125Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- High-frequency statistical arbitrage☆215Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆282Updated 9 months ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- An event-driven backtester☆109Updated 5 years ago
- Plot orderflow footprint charts using plotly in python.☆175Updated 11 months ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆72Updated 2 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year