Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
☆109Oct 16, 2015Updated 10 years ago
Alternatives and similar repositories for machine-learning-market-maker
Users that are interested in machine-learning-market-maker are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 3 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 8 years ago
- Literature survey of order execution strategies implemented in python☆45Jul 24, 2020Updated 5 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆40Nov 21, 2019Updated 6 years ago
- Vastly Improved BitMEX Market Making Algo☆237Feb 3, 2017Updated 9 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Simple market maker bot (grid order)☆43Sep 24, 2019Updated 6 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 6 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆172Aug 21, 2017Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆118May 20, 2024Updated last year
- 做市商交易(期货)，基于Tick价差的交易策略☆22Jan 31, 2018Updated 8 years ago
- Deep Q-Learning for Market Making☆129Jun 12, 2018Updated 7 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆153May 9, 2020Updated 5 years ago
- Market Making / Stat Arb strategy☆62Jun 6, 2017Updated 8 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- Market making strategy example☆28Feb 26, 2021Updated 5 years ago
- A study of the Glosten and Milgrom model for market making☆14Nov 4, 2015Updated 10 years ago
- 两家交易所做比特币的高频对冲☆19Dec 5, 2019Updated 6 years ago
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- A trading bot for the BTCChina exchange that acts as a market maker☆21Mar 23, 2014Updated 12 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- High Frequency Market Making☆617Sep 24, 2023Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆259Apr 12, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Nov 3, 2021Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 8 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆146May 6, 2023Updated 2 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- Ornstein-Uhlenbeck process simulators and estimators☆32Oct 19, 2021Updated 4 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Market Making via Reinforcement Learning☆344Nov 4, 2019Updated 6 years ago
- 接入okcoin的数字货币行情，并在众安交易所做市☆23Nov 6, 2017Updated 8 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Avellaneda-Stoikov HFT market making algorithm implementation☆671Jul 6, 2023Updated 2 years ago
- crypto asset arbitrage opportunity watcher, market maker, hedge and arbitrage☆118Feb 18, 2021Updated 5 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- Maker Keeper Framework: Set of tools to analyze market maker keepers performance.☆34Jul 15, 2022Updated 3 years ago
- algo trading backtesting on BitMEX☆82Dec 4, 2023Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago