nkaz001 / sample-market-maker
Sample BitMEX Market Making Bot
☆27Updated 3 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
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 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.☆152Updated 5 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆48Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- ☆108Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆30Updated 3 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- ☆47Updated 3 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆58Updated 11 months ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆24Updated 4 years ago
- A financial trading method using machine learning.☆58Updated last year
- Binance Futures Sample Trading Bot☆51Updated 10 months ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- ☆29Updated 3 years ago