petr-fedorov / oberon

Related projects: ⓘ

• petr-fedorov / obadiah
  Order Book Analytics Database
  ☆12Updated 4 years ago
• phil8192 / shiny-ob-analytics
  obAnalytics Shiny front-end
  ☆73Updated 6 years ago
• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆16Updated last year
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆19Updated 3 years ago
• poetiq / poetiq
  poetiq - Platform O' Electronic Trading In Q
  ☆37Updated 6 years ago
• phil8192 / ticker
  Basic set of utilities for streaming real time trade and limit order book event data
  ☆14Updated 2 years ago
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆17Updated 7 years ago
• MMquant / Websocket-orderbook-replication
  Example python script replicating remote orderbook from websocket stream
  ☆13Updated 7 years ago
• phil8192 / ob-analytics
  R package intended for visualisation, analysis and reconstruction of limit order book data
  ☆147Updated 5 years ago
• englianhu / Quant-Strategies-HFT
  source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
  ☆35Updated 6 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆55Updated 5 years ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆27Updated 8 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆10Updated 7 years ago
• mortensorensen / QInteractiveBrokers
  Q wrapper for the Interactive Brokers API
  ☆15Updated 5 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆28Updated 11 years ago
• Macfly / HFTSimulator
  ☆27Updated 9 years ago
• fiquant / marketsimulator
  The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…
  ☆62Updated 9 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆25Updated 7 years ago
• AlgoTrader5 / cryptoq
  stores market data from cryptofeed to kdb+
  ☆23Updated 3 years ago
• shahrzl / qAutomatedTrading
  Automated trading platform based on Machine Learning algorithm using q/kdb+.
  ☆23Updated 8 years ago
• twmeggs / PyRebuildLOB
  ☆17Updated 9 years ago
• worldexplorer / SquareOne
  Automated trading strategies backtester
  ☆49Updated 5 years ago
• Naoki-Yatsu / FX-AlgorithmTrading
  FX algorithm trading system with Java/kdb. (Open Source limited version)
  ☆36Updated 8 years ago
• fpganow / Itch
  Create and Parse NASDAQ Itch Messages in Python
  ☆14Updated 4 years ago
• kevinlawler / hkex-matching-engine-with-kdb
  HKEx Stock Exchange Matching Engine with KDB+ and Q
  ☆25Updated 8 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆25Updated 3 years ago
• AgalmicVentures / Fixie
  ☆17Updated this week
• nikoulis / ABM
  An agent-based trading framework
  ☆12Updated 7 years ago
• Ameobea / cryptoviz
  A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.
  ☆73Updated 2 years ago