nautechsystems / nautilus_dataLinks
Example data for use with NautilusTrader
☆43Updated 3 months ago
Alternatives and similar repositories for nautilus_data
Users that are interested in nautilus_data are comparing it to the libraries listed below
Sorting:
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆62Updated this week
- Deep learning approach for market price prediction, in JAX☆56Updated last year
- A python library for testing and optimizing trading strategies.☆53Updated last year
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆230Updated 6 months ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆106Updated last year
- ☆42Updated last year
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆120Updated last year
- ☆45Updated 9 months ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆139Updated 6 months ago
- A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COI…☆68Updated last year
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- ☆140Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆286Updated last week
- A fast L2/L3 orderbook data structure, in C, for Python☆313Updated 3 months ago
- ☆67Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆144Updated 2 years ago
- Build your own historical Limit Order Book dataset☆49Updated 4 years ago
- High-frequency statistical arbitrage☆244Updated 2 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆60Updated 3 months ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Updated 7 years ago
- Sharing quantitative analyses on Crypto Lake data☆73Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆75Updated 4 years ago
- FinRL_Crypto: Cryptocurrency trading of FinRL☆169Updated last month
- Adding coherence to the SKLearn pipeline☆29Updated 8 months ago
- A repository containing algo-trading strategies built for AutoTrader. See the website below.☆84Updated last year
- Technical Analysis Indicators for polars☆232Updated 2 weeks ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆67Updated 2 years ago