nkaz001 / data-tardisView external linksLinks
Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
☆20May 3, 2021Updated 4 years ago
Alternatives and similar repositories for data-tardis
Users that are interested in data-tardis are comparing it to the libraries listed below
Sorting:
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Sep 12, 2021Updated 4 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- algo trading backtesting on BitMEX☆81Dec 4, 2023Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆309Dec 4, 2023Updated 2 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 3 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- 基于C++的期货策略回测平台☆10Oct 3, 2019Updated 6 years ago
- A modular financial assistant: run your investments in the background.☆11Jan 6, 2026Updated last month
- Sample BitMEX Market Making Bot☆28Apr 8, 2021Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Oct 13, 2022Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 4 years ago
- TectonicDB client library for Elixir to read/write L2 order book data☆14Apr 10, 2023Updated 2 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- 高频交易系统结构☆17May 21, 2020Updated 5 years ago
- Sharing quantitative analyses on Crypto Lake data☆73Sep 2, 2024Updated last year
- L3 Order Book and Matching Engine Implementaion in Java☆33Aug 5, 2021Updated 4 years ago
- Asynchronous driven quantitative trading framework.☆15May 14, 2023Updated 2 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Sep 23, 2020Updated 5 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 3 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Code for researching and backtesting pairs trading☆24Mar 14, 2010Updated 15 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆78Jul 23, 2020Updated 5 years ago
- A low frequency statistical arbitrage strategy☆19Feb 23, 2019Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Dec 12, 2021Updated 4 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Nov 21, 2021Updated 4 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Sep 10, 2021Updated 4 years ago
- Introducing more of the standard library☆26Aug 6, 2024Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- High-frequency trading in a limit order book☆59Apr 15, 2019Updated 6 years ago
- Market Making / Stat Arb strategy☆60Jun 6, 2017Updated 8 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆287Feb 1, 2026Updated 2 weeks ago
- ☆209Mar 29, 2023Updated 2 years ago
- ☆434Jan 10, 2021Updated 5 years ago
- Tools for working with Digimon Xros Loader Code Crowns☆11Apr 19, 2022Updated 3 years ago
- Program that detects arbitrage opportunities in the foreign exchange market using Bellman-Ford algorithm.☆10Aug 1, 2021Updated 4 years ago
- Fast and easy to use, high frequency trading framework for betfair☆10Sep 16, 2021Updated 4 years ago