high-frequency grid trading strategy backtesting for binance futures
☆25Oct 13, 2022Updated 3 years ago
Alternatives and similar repositories for gridtrading
Users that are interested in gridtrading are comparing it to the libraries listed below
Sorting:
- algo trading backtesting on BitMEX☆80Dec 4, 2023Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆314Dec 4, 2023Updated 2 years ago
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 7 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- I will be considering the google stocks data and will create a LSTM network for prediction.☆34Oct 15, 2023Updated 2 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 4 years ago
- Advanced trend detection and labelling for time series with Python☆21Oct 21, 2025Updated 4 months ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Furnace is a high-performance quantitative trading library that provides features similar to CCXT, allowing developers to connect and int…☆14Jan 16, 2025Updated last year
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆12Jan 22, 2023Updated 3 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆14Feb 28, 2023Updated 3 years ago
- Binance Futures Sample Trading Bot☆55Mar 24, 2024Updated last year
- Symbolic sequence learning package☆12Dec 8, 2025Updated 2 months ago
- 期现套利☆13Apr 23, 2021Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- Tools and resources created by the Hummingbot community☆31Oct 8, 2023Updated 2 years ago
- ☆11Mar 12, 2021Updated 4 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Dec 12, 2021Updated 4 years ago
- High-frequency statistical arbitrage☆247Jul 30, 2023Updated 2 years ago
- Market making strategy example☆27Feb 26, 2021Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 4 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆178Sep 28, 2019Updated 6 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 4 years ago
- Code for paper Stock trading rule discovery with double deep Q-network☆14May 27, 2023Updated 2 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- lightweight backtester☆32May 25, 2025Updated 9 months ago
- 用SVM构建高频交易策略☆13Oct 21, 2019Updated 6 years ago
- A grid trading strategy and trading-bot for Binance Exchange.币安交易所网格交易套利策略.稳定量化 交易策略☆106May 5, 2021Updated 4 years ago
- ☆37Mar 28, 2023Updated 2 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆62Feb 2, 2020Updated 6 years ago
- ☆38Aug 2, 2021Updated 4 years ago
- L3 Order Book and Matching Engine Implementaion in Java☆33Aug 5, 2021Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆63Jul 1, 2021Updated 4 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago
- ☆15Apr 6, 2022Updated 3 years ago