Alternatives and similar repositories for nautilus_talks:

Users that are interested in nautilus_talks are comparing it to the libraries listed below

• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆59Updated 3 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆51Updated last year
• ab-trader / backtrader_addons
  Addons (analyzers, observers, indicators, data feeds etc) for backtrader
  ☆31Updated last year
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆105Updated last year
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆61Updated last year
• xhshenxin / Micro_Price
  ☆47Updated 3 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
  ☆27Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆76Updated last year
• firmai / research
  Notebooks based on financial machine learning.
  ☆47Updated 4 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆128Updated 6 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆78Updated last year
• murtazayusuf / OrderflowChart
  Plot orderflow footprint charts using plotly in python.
  ☆120Updated 4 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• Peropero0 / quantitative_finance_playground
  ☆39Updated last month
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆67Updated 6 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆110Updated 11 years ago
• jshellen / statarb
  ☆29Updated 3 years ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆101Updated 6 months ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆119Updated last year
• theopenstreet / VPIN_HFT
  ☆108Updated 7 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆56Updated 9 months ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆137Updated 2 years ago
• MerlinR / Hexital
  Hexital - Incremental Technical Analysis Library
  ☆18Updated this week
• boyboi86 / mlfinlab
  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
  ☆25Updated 4 years ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆29Updated last month
• daehkim / pair-trading
  CS7641 Team project
  ☆93Updated 4 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆86Updated 4 years ago