Alternatives and similar repositories for learning-market-maker

Users that are interested in learning-market-maker are comparing it to the libraries listed below

• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆31Updated 4 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆29Updated 7 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆64Updated 6 years ago
• kanupriyaanand / Pairs_Trading_Quant
  A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…
  ☆23Updated 4 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆69Updated last year
• git-kevinxuhuili / KalmaN-Filter-Based-Pairs-Trading-Strategy-with-HMM
  A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading
  ☆18Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• sturex / pyOrderbookTrading
  Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.
  ☆35Updated 2 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆68Updated 5 years ago
• sle14 / Options-market-making-using-a-stochastic-control-approach
  Derivation of analytical expressions of optimal quotes for market making in options.
  ☆20Updated 3 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆70Updated 2 years ago
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆38Updated 5 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆58Updated last year
• tjmcrill / automated_trading
  High Frequency Trading (HFT) done using the Alpaca Trade API and Python.
  ☆24Updated 6 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 4 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• jshellen / statarb
  ☆37Updated 4 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• david-alber / Pairs-Trading-as-application-to-the-Ornstein-Uhlenbeck-Process
  A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…
  ☆27Updated 5 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆67Updated 3 years ago