Alternatives and similar repositories for market_microstructure

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

• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆20Updated 2 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆14Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆58Updated last year
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆17Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆29Updated 2 years ago
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆24Updated 11 months ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆25Updated 2 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 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆16Updated 5 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆27Updated 7 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆17Updated 4 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆17Updated 3 years ago
• jshellen / statarb
  ☆38Updated 4 years ago
• pengxin123 / mth-9879
  Baruch course - Market Microstructure
  ☆14Updated 9 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆36Updated last year
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆15Updated 5 years ago
• gaelwjl / ML_Optimal_Trading
  Collection of numerical methods for high frequency data, in Python notebooks
  ☆13Updated 4 years ago
• ialpatov / hft
  High Frequency Market Making: Optimal Quoting
  ☆13Updated 2 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• yuba316 / OptionBackTest
  from for/if/else to my first option back-test function
  ☆20Updated 5 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆65Updated 6 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆28Updated last year
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆14Updated 7 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆20Updated 3 years ago