petr-fedorov / obadiah
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:
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- Backtesting tool on tick data☆11Updated 8 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
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 11 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 6 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- Bitmex market microstructure analytics☆22Updated 4 years ago
- Example of order book modeling.☆56Updated 5 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 8 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- ☆11Updated 7 years ago
- A model for forecasting stock volatility☆22Updated 8 years ago
- Collections of snippets for trading I find interesting☆26Updated 3 months ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Futures trading database/backtester/analysis☆19Updated 6 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- ☆49Updated 8 years ago
- ☆11Updated 6 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 7 years ago
- Prototype market maker specialized to trade on CoinbasePro☆26Updated 2 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆17Updated 7 years ago