phil8192 / ob-analyticsLinks
R package intended for visualisation, analysis and reconstruction of limit order book data
☆156Updated 6 years ago
Alternatives and similar repositories for ob-analytics
Users that are interested in ob-analytics are comparing it to the libraries listed below
Sorting:
- obAnalytics Shiny front-end☆75Updated 6 years ago
- Bitstamp real time console based limit order book☆131Updated 2 months ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Algo execution engine☆93Updated 9 years ago
- Fully functioning fast Limit Order Book written in Python☆190Updated 2 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆115Updated 7 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- 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
- Master Thesis: Limit order placement with Reinforcement Learning☆175Updated 6 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆90Updated 7 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- HFT, A high-frequency trading simulation package in R☆84Updated 7 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆76Updated 5 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- Python implementation of fast limit-order book.☆317Updated 7 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Neural Network for HFT-trading [experimental]☆87Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆146Updated last year
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- ☆126Updated 6 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- 590 days of trade ticks on BTC/ETH/LTC/NEO to USDT☆91Updated 4 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- Vastly Improved BitMEX Market Making Algo☆238Updated 8 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Probability of Backtest Overfitting☆49Updated 3 years ago