Alternatives and similar repositories for binance_nshft

Users that are interested in binance_nshft are comparing it to the libraries listed below

• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆39Updated 2 months ago
• calumrussell / rotala
  Backtesting engine written in Rust
  ☆75Updated 9 months ago
• BurnOutTrader / fund-forge
  An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…
  ☆64Updated 3 months ago
• day0market / geger
  Lightweight algo trading framework
  ☆32Updated 2 years ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆105Updated last year
• wcskkk375 / CryptoBacktest
  a cpp framework for crypto currentcy tick data backtesting
  ☆18Updated 4 years ago
• dineshpinto / orderbook-delta-bot
  A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.
  ☆78Updated 3 years ago
• shaileshkakkar / MicroPriceIndicator
  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
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 12 years ago
• stefansimik / nautilus_trader_examples
  ☆44Updated 8 months ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆141Updated 2 years ago
• jshellen / statarb
  ☆38Updated 4 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆37Updated 4 years ago
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆55Updated last year
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆81Updated 2 years ago
• limx0 / nautilus_talks
  ☆41Updated last year
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆61Updated 4 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 4 years ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated last year
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆164Updated 2 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• jifengthu / awesome_hft_factors
  ☆30Updated 3 years ago
• pfei-sa / binance-LOB
  Build your own historical Limit Order Book dataset
  ☆46Updated 4 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆33Updated 4 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆92Updated 2 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆96Updated last year
• ZhangMian-CentraleSupelec / High-Frequency-Data-and-Limit-Order-Book
  ☆33Updated 3 years ago