phil8192 / shiny-ob-analyticsLinks
obAnalytics Shiny front-end
☆76Updated 7 years ago
Alternatives and similar repositories for shiny-ob-analytics
Users that are interested in shiny-ob-analytics are comparing it to the libraries listed below
Sorting:
- R package intended for visualisation, analysis and reconstruction of limit order book data☆158Updated 6 years ago
- Bitstamp real time console based limit order book☆133Updated 4 months ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 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
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Algo execution engine☆95Updated 9 years ago
- HFT, A high-frequency trading simulation package in R☆88Updated 7 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆114Updated 7 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
- Fully functioning fast Limit Order Book written in Python☆196Updated 2 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- Code samples for The Gateway.☆51Updated 6 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- ☆17Updated 10 years ago
- Fast Limit order book implementation using AVL binary trees☆41Updated 9 years ago
- Marketmaker trading strategy☆29Updated 8 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- Neural Network for HFT-trading [experimental]☆87Updated 4 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆91Updated 7 years ago
- A Python module for market simulation☆24Updated 8 months ago
- Master Thesis: Limit order placement with Reinforcement Learning☆178Updated 7 years ago
- Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]☆54Updated 7 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆100Updated 2 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆77Updated 5 years ago