petr-fedorov / obadiahLinks
Order Book Analytics Database
☆12Updated 5 years ago
Alternatives and similar repositories for obadiah
Users that are interested in obadiah are comparing it to the libraries listed below
Sorting:
- Bitmex market microstructure analytics☆23Updated 4 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆35Updated 10 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 7 years ago
- High Frequency Trading Strategy☆12Updated 7 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- finance☆43Updated 8 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- Channel break out strategy for High Frequency Trading.☆15Updated 7 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Processing and performing financial calculations on HFT data☆11Updated 7 years ago
- Modeling the volatility of commodity futures Indices☆15Updated 8 years ago
- ☆11Updated 7 years ago
- Marketmaker trading strategy☆29Updated 9 years ago
- ☆25Updated 10 years ago
- HFT, A high-frequency trading simulation package in R☆88Updated 7 years ago
- ☆24Updated 5 years ago
- ☆22Updated 7 years ago
- Prototype market maker specialized to trade on CoinbasePro☆25Updated 2 years ago
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Updated 9 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆27Updated 7 years ago
- Collections of snippets for trading I find interesting☆28Updated 11 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago