nkaz001 / sample-market-maker
Sample BitMEX Market Making Bot
☆27Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for sample-market-maker
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆19Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆21Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- Example of order book modeling.☆57Updated 5 years ago
- algo trading backtesting on BitMEX☆75Updated 11 months ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 5 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
- Trend Prediction for High Frequency Trading☆38Updated last year
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆28Updated 3 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆67Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆99Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆47Updated 3 years ago
- ☆46Updated 3 years ago
- High-frequency trading in a limit order book☆55Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- Repo for HFT project in CMF☆26Updated last year
- Calibrates microprice model to BitMEX quote data☆54Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆81Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆149Updated 5 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆43Updated 6 months ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆50Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆63Updated 5 months ago
- ☆26Updated 3 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 6 years ago