phil8192 / tickerLinks
Basic set of utilities for streaming real time trade and limit order book event data
☆14Updated 3 years ago
Alternatives and similar repositories for ticker
Users that are interested in ticker are comparing it to the libraries listed below
Sorting:
- obAnalytics Shiny front-end☆76Updated 7 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Example python script replicating remote orderbook from websocket stream☆14Updated 8 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 14 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆17Updated 2 years ago
- Roll model for trading strategy to C++ or FPGA via Matlab tool☆10Updated 11 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- Bitmex market microstructure analytics☆23Updated 4 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
- Code for researching and backtesting pairs trading☆24Updated 15 years ago
- Fast Limit order book implementation using AVL binary trees☆40Updated 9 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- ☆49Updated 8 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- A study of the Glosten and Milgrom model for market making☆16Updated 9 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆26Updated 12 years ago
- A financial blotter for trading FX and Futures☆23Updated 8 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- ☆11Updated 10 years ago
- Marketmaker trading strategy☆29Updated 8 years ago
- Example of order book modeling.☆58Updated 6 years ago
- ☆43Updated 8 years ago
- Bitstamp real time console based limit order book☆133Updated 5 months ago
- python-trading☆14Updated 6 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Updated 8 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆158Updated 6 years ago
- High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machin…☆15Updated 7 years ago