algo trading backtesting on BitMEX
☆82Dec 4, 2023Updated 2 years ago
Alternatives and similar repositories for market-making-backtest
Users that are interested in market-making-backtest are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- high-frequency grid trading strategy backtesting for binance futures☆26Oct 13, 2022Updated 3 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 4 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆317Dec 4, 2023Updated 2 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆146May 6, 2023Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Market making strategy example☆28Feb 26, 2021Updated 5 years ago
- Sample BitMEX Market Making Bot☆29Apr 8, 2021Updated 5 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- L3 Order Book and Matching Engine Implementaion in Java☆33Aug 5, 2021Updated 4 years ago
- ☆16Sep 30, 2022Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆68Apr 10, 2021Updated 5 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆290Updated this week
- Deep Q-Learning for Market Making☆129Jun 12, 2018Updated 7 years ago
- Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010☆23Dec 28, 2018Updated 7 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 4 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆99Jan 1, 2021Updated 5 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Nov 3, 2021Updated 4 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Avellaneda-Stoikov HFT market making algorithm implementation☆678Jul 6, 2023Updated 2 years ago
- High Frequency Market Making☆617Sep 24, 2023Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆28Aug 29, 2020Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆109Oct 16, 2015Updated 10 years ago
- a cpp framework for crypto currentcy tick data backtesting☆18Jun 4, 2021Updated 4 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆152Dec 28, 2019Updated 6 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- High frequency trading bot for crypto currencies☆423Feb 7, 2022Updated 4 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Literature survey of order execution strategies implemented in python☆45Jul 24, 2020Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- ☆30Aug 7, 2022Updated 3 years ago
- Alpha研究平台☆21Sep 6, 2021Updated 4 years ago
- ☆447Jan 10, 2021Updated 5 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year