ngriere / High-Frequency-Data-Order-Book-Analyser
If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not precise enough. Banks and huge financial institutions use powerful computers to transact a large number of orders at very fast speed. Thus, thousands of buying and selling orders are launched within a fraction …
☆34Updated 9 years ago
Alternatives and similar repositories for High-Frequency-Data-Order-Book-Analyser:
Users that are interested in High-Frequency-Data-Order-Book-Analyser are comparing it to the libraries listed below
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆84Updated 11 years ago
- ☆46Updated 7 years ago
- Limit Order Book Implemented in Python☆92Updated 7 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Quantitative Trading Library☆27Updated 8 years ago
- Prototype market maker specialized to trade on CoinbasePro☆26Updated 2 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆64Updated 8 months ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 8 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆66Updated 8 years ago
- A model for forecasting stock volatility☆22Updated 7 years ago
- Gamma Scalping Trading Strategies☆18Updated 8 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Updated 6 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆19Updated 3 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17Updated 11 years ago
- HFTrader is fully automated high frequency trading system☆92Updated 12 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆16Updated 7 years ago
- Walk through of Michael Halls-Moore's "Success Algorithmic Trading" Ebook☆18Updated 2 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- Order Book Analytics Database☆12Updated 4 years ago
- Neural Network for HFT-trading [experimental]☆86Updated 3 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆36Updated 6 years ago