Alternatives and similar repositories for dq-MM

Users that are interested in dq-MM are comparing it to the libraries listed below

• miroblog / limit_orderbook_prediction
  ☆142Updated 2 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆101Updated 5 years ago
• druce / rl
  Deep Reinforcement Learning For Trading
  ☆107Updated last year
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆61Updated 8 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆122Updated 3 years ago
• wi-0 / Pair-Trading-Reinforcement-Learning
  Implementation of Reinforcement Learning in Pair Trading
  ☆11Updated 4 months ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆166Updated 8 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆137Updated 6 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆90Updated 8 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆98Updated 7 years ago
• timothyyu / gdax-orderbook-ml
  Application of machine learning to the Coinbase (GDAX) orderbook
  ☆101Updated 2 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆94Updated last year
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆173Updated 6 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆82Updated 6 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 7 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆72Updated 9 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆151Updated 5 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆52Updated 5 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 5 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆208Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• theopenstreet / VPIN_HFT
  ☆120Updated 7 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆36Updated 8 years ago