Alternatives and similar repositories for hft-market-making

Users that are interested in hft-market-making are comparing it to the libraries listed below

• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆135Updated 7 years ago
• jifengthu / awesome_hft_factors
  ☆26Updated 2 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆82Updated 2 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆147Updated 5 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆108Updated last year
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆110Updated 6 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆79Updated last year
• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆232Updated 3 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆206Updated 2 years ago
• theopenstreet / VPIN_HFT
  ☆115Updated 7 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆59Updated 4 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.
  ☆167Updated 5 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆210Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 7 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆60Updated 2 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆29Updated 2 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆92Updated last year
• im1235 / ISAC
  Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
  ☆142Updated 5 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 3 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆45Updated 5 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆73Updated 4 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆246Updated last month
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆33Updated last year
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆85Updated 4 years ago
• scibrokes / real-time-fxcm
  #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…
  ☆50Updated 3 months ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆105Updated 6 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆156Updated 7 years ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆104Updated last year