phil8192 / shiny-ob-analytics
obAnalytics Shiny front-end
☆74Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for shiny-ob-analytics
- R package intended for visualisation, analysis and reconstruction of limit order book data☆148Updated 5 years ago
- Bitstamp real time console based limit order book☆125Updated last year
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- Market Making / Stat Arb strategy☆60Updated 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…☆62Updated 9 years ago
- Limit Order Book Implemented in Python☆90Updated 6 years ago
- Trading framework☆75Updated last year
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- Visualization Tool for Deribit Options☆77Updated 4 years ago
- algo trading backtesting on BitMEX☆75Updated 11 months ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆112Updated 6 years ago
- Algo execution engine☆89Updated 8 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆109Updated 7 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆103Updated 9 years ago
- Example of order book modeling.☆57Updated 5 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆94Updated last year
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- Deep Q-Learning for Market Making☆118Updated 6 years ago
- Scrape historical data from Bitmex's AWS bucket☆33Updated 4 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- Bitmex market microstructure analytics☆20Updated 3 years ago
- Marketmaker trading strategy☆26Updated 8 years ago
- Code samples for The Gateway.☆50Updated 6 years ago
- Volatility surface visualizer for cryptocurrency options.☆49Updated last year
- A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.☆74Updated 2 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 5 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 2 years ago
- Neural Network for HFT-trading [experimental]☆86Updated 3 years ago