nkaz001 / sample-market-makerLinks
Sample BitMEX Market Making Bot
☆28Updated 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:
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- Example of order book modeling.☆58Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Marketmaker trading strategy☆29Updated 9 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 7 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆23Updated 7 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 10 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 5 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Quantopian Pairs Trading algorithm implementation.☆65Updated 8 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，…☆50Updated 8 months ago
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆62Updated 4 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…☆72Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- ☆123Updated 8 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 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…☆27Updated 5 years ago
- ☆143Updated 3 years ago