nkaz001 / sample-market-makerView external linksLinks
Sample BitMEX Market Making Bot
☆28Apr 8, 2021Updated 4 years ago
Alternatives and similar repositories for sample-market-maker
Users that are interested in sample-market-maker are comparing it to the libraries listed below
Sorting:
- Application of VPIN in cyrptocurrency market.☆21Mar 16, 2019Updated 6 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- algo trading backtesting on BitMEX☆81Dec 4, 2023Updated 2 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 2 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 4 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices☆25Feb 22, 2024Updated last year
- Statistical Arbitrage & Algorithmic Trading: time series analysis and the presence of cointegration in cryptocurrency price series.☆11Jan 10, 2019Updated 7 years ago
- Stock Market predictions are one of the most difficult problems to solve, and during the looming days of recession it’s extremely difficu…☆15Sep 2, 2020Updated 5 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 7 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆310Dec 4, 2023Updated 2 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Symbolic sequence learning package☆12Dec 8, 2025Updated 2 months 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
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 4 years ago
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL) and a custom trading environment☆13Aug 12, 2020Updated 5 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated 11 months ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆98Jan 1, 2021Updated 5 years ago
- An extensible, dynamic and blazing fast derivatives trading engine☆12Feb 27, 2023Updated 2 years ago
- L3 Order Book and Matching Engine Implementaion in Java☆33Aug 5, 2021Updated 4 years ago
- A PyTorch implementation of SEED, originally created by Google Research for TensorFlow 2.☆15Dec 8, 2020Updated 5 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Aug 21, 2020Updated 5 years ago
- time-dependent Hamilton-Jacobi PDEs (http://www.cs.columbia.edu/~cxz/TimeDepHJB/)☆14Feb 5, 2017Updated 9 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆136Apr 1, 2025Updated 10 months ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆26Dec 10, 2018Updated 7 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- funds are the future!☆18Jul 6, 2021Updated 4 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- Fast, secure and stable binance trading bot☆15Mar 9, 2023Updated 2 years ago
- Binance Futures Sample Trading Bot☆55Mar 24, 2024Updated last year
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆23May 3, 2019Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Dec 12, 2021Updated 4 years ago
- Visualization of the full depth of the order book along time☆21Dec 17, 2019Updated 6 years ago
- Simple Smart Order Router for crypto market☆27Jun 5, 2024Updated last year
- Introducing more of the standard library☆26Aug 6, 2024Updated last year