Alternatives and similar repositories for MarketMaker

Users that are interested in MarketMaker are comparing it to the libraries listed below

• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆73Updated 7 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆29Updated 3 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 12 years ago
• jshellen / statarb
  ☆38Updated 4 years ago
• June911 / micro-price
  replication of micro-price on crytocurrency data
  ☆10Updated 3 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆31Updated 4 years ago
• mselser95 / optimal-market-making
  Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"
  ☆29Updated 4 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆26Updated last year
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆102Updated 6 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆43Updated last year
• evermarkets / market-maker-bot
  Market making strategy example
  ☆28Updated 4 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆38Updated 5 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆62Updated 8 years ago
• sanjeevai / order-imbalance
  Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform
  ☆12Updated 7 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆80Updated 2 years ago
• lineojcd / Order-Imbalance-Strategy
  for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)
  ☆13Updated 5 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• xhshenxin / Micro_Price
  ☆55Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆33Updated 4 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆57Updated 5 years ago
• sturex / pyOrderbookTrading
  Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.
  ☆35Updated 3 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆79Updated 7 years ago
• ragoragino / avellaneda-stoikov
  Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…
  ☆91Updated 8 years ago
• alanfu / GammaScalping
  Gamma Scalping Trading Strategies
  ☆23Updated 9 years ago