MFM workshop project
☆16Jan 25, 2021Updated 5 years ago
Alternatives and similar repositories for market_microstructure
Users that are interested in market_microstructure are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆24Jan 26, 2020Updated 6 years ago
- Bitmex market microstructure analytics☆24Feb 24, 2021Updated 5 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- ☆16Apr 6, 2022Updated 4 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆12Jan 12, 2026Updated 9 months ago
- A environment to control egress and ingress data from ccxt fronted trading bots for security and scalability☆11Aug 9, 2018Updated 8 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 3 years ago
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆13Oct 27, 2023Updated 2 years ago
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆16Jul 29, 2023Updated 3 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 8 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.
- ☆14Apr 16, 2022Updated 4 years ago
- ☆19Mar 26, 2018Updated 8 years ago
- The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…☆38May 20, 2024Updated 2 years ago
- Control LED ESP8266 by Flutter App via Wifi (Websocket) | Điều khiển LED ESP8266 bằng app Flutter☆13Feb 22, 2021Updated 5 years ago
- Winter Semester Object Orientated Programming Fundamentals Course☆11Dec 6, 2017Updated 8 years ago
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated 5 months ago
- Cornell Quant Fund 2022 Trading competition Options Case winner☆23Dec 9, 2022Updated 3 years ago
- Recv data from esp32 using flutter blue and marking data from google maps☆12Sep 30, 2024Updated 2 years ago
- A App to stream torrents ,with the beauty of flutter☆15Jul 25, 2025Updated last year
- 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.
- Sample code that shows how to forecast stock market volatility using a Kalman filter☆16Aug 17, 2023Updated 3 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- Smart Irrigation with ESP32 and Flutter Android Application☆16Jul 14, 2023Updated 3 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆13Sep 4, 2023Updated 3 years ago
- A collection of homeworks of market microstructure models.☆300Sep 26, 2026Updated 2 weeks ago
- ☆32Aug 7, 2022Updated 4 years ago
- Take snapshot and send it to an mqtt topic using ESP32-CAM.☆11Aug 25, 2026Updated last month
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- awesome-financial-networks☆42Jul 15, 2019Updated 7 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.
- Get option chains from Yahoo Finance☆21Feb 1, 2026Updated 8 months ago
- FPGA, CuDNN/CUDA & C++ Hybrid infrastructure for ultra low-latency algorithmic trading. Implements market data parsing, order book manage…☆26Apr 24, 2026Updated 5 months ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆38Nov 3, 2021Updated 4 years ago
- ⚡ A smart energy monitoring system that enables user to see their real time consumption 📈 and energy bill 🧾developed using ESP8266 Node…☆13Jan 18, 2024Updated 2 years ago
- quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R☆27Mar 1, 2024Updated 2 years ago
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 9 years ago