petr-fedorov / oberonLinks
Order Book Events ReconstructiON from empirical data
☆9Updated 2 years ago
Alternatives and similar repositories for oberon
Users that are interested in oberon are comparing it to the libraries listed below
Sorting:
- Order Book Analytics Database☆12Updated 5 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆156Updated 6 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆37Updated 6 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 8 years ago
- poetiq - Platform O' Electronic Trading In Q☆36Updated 7 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- Digital Signal Processing Indicators For Market Data.☆32Updated 5 years ago
- R implementation of Ralph Vince's Leverage Space Portfolio Model☆20Updated 8 years ago
- ☆17Updated 3 years ago
- Q wrapper for the Interactive Brokers API☆15Updated 6 years ago
- stores market data from cryptofeed to kdb+☆23Updated 4 years ago
- R package for high frequency time series data management☆62Updated last month
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 4 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆65Updated 10 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 3 years ago
- Limit Orderbook Replay/Analysis Library☆9Updated 6 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12Updated 5 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- ☆50Updated 4 years ago
- An algorithmic trading framework for pydata.☆15Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Trading platform for high frequency data☆15Updated 10 years ago