nkaz001 / data-tardis
Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
☆18Updated 3 years ago
Related projects: ⓘ
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆24Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆17Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆25Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆26Updated 2 years ago
- ☆26Updated 3 years ago
- ☆20Updated last year
- ☆34Updated this week
- high-frequency grid trading strategy backtesting for binance futures☆24Updated last year
- Repo for HFT project in CMF☆25Updated last year
- Example of order book modeling.☆55Updated 5 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆32Updated 3 years ago
- ☆46Updated 3 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆47Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- a cpp framework for crypto currentcy tick data backtesting☆15Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Collection of Models related to market making☆14Updated 3 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- Market making strategy example☆25Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆53Updated 3 years ago
- Repository for market making ideas☆33Updated 4 months ago
- Phd repo☆16Updated 2 years ago
- ☆12Updated 5 years ago
- algo trading backtesting on BitMEX☆73Updated 9 months ago
- A low frequency statistical arbitrage strategy☆16Updated 5 years ago
- Market making strategies and scientific papers☆12Updated last year
- Sample BitMEX Market Making Bot☆27Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake data☆52Updated 2 weeks ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆47Updated 3 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Updated 5 years ago