phil8192 / ticker
Basic set of utilities for streaming real time trade and limit order book event data
☆14Updated 2 years ago
Alternatives and similar repositories for ticker:
Users that are interested in ticker are comparing it to the libraries listed below
- obAnalytics Shiny front-end☆74Updated 6 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- Backtesting tool on tick data☆11Updated 8 years ago
- Order Book Analytics Database☆12Updated 4 years ago
- Example python script replicating remote orderbook from websocket stream☆14Updated 7 years ago
- Order Book Events ReconstructiON from empirical data☆9Updated last year
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆64Updated 9 years ago
- Bitmex market microstructure analytics☆20Updated 3 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 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 8 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 9 years ago
- Fast Limit order book implementation using AVL binary trees☆36Updated 8 years ago
- ☆7Updated 4 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- python-trading☆13Updated 6 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…☆25Updated 11 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17Updated 11 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- A study of the Glosten and Milgrom model for market making☆17Updated 9 years ago
- Automated trading platform based on Machine Learning algorithm using q/kdb+.☆23Updated 9 years ago
- FX algorithm trading system with Java/kdb. (Open Source limited version)☆38Updated 9 years ago
- Roll model for trading strategy to C++ or FPGA via Matlab tool☆10Updated 10 years ago
- ☆28Updated 9 years ago
- Quantitative Trading Library☆27Updated 8 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 8 years ago
- poetiq - Platform O' Electronic Trading In Q☆37Updated 6 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 3 years ago
- general purpose backtesting platform, prevents look-ahead bias☆30Updated 13 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago