pgaref / orderbookLinks
OrderBook Simulator with Limit and Iceberg functionality
☆75Updated 6 years ago
Alternatives and similar repositories for orderbook
Users that are interested in orderbook are comparing it to the libraries listed below
Sorting:
- ☆113Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆74Updated 7 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 7 years ago
- High-frequency trading in a limit order book☆58Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Visualization Tool for Deribit Options☆81Updated 5 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆26Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆133Updated 7 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆105Updated last year
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 9 months ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 2 years ago
- ☆49Updated 4 years ago
- algo trading backtesting on BitMEX☆77Updated last year
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆21Updated 4 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆68Updated 9 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 3 weeks ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆160Updated 5 years ago
- ☆33Updated 3 years ago
- Delta hedging under SABR model☆32Updated last year
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- Repository for market making ideas☆40Updated last year