Alternatives and similar repositories for avellaneda-stoikov

Users that are interested in avellaneda-stoikov are comparing it to the libraries listed below

• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆147Updated 5 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆79Updated last year
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆97Updated 7 years ago
• theopenstreet / VPIN_HFT
  ☆115Updated 7 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆105Updated 6 years ago
• mmargenot / machine-learning-market-maker
  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
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆60Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆63Updated 8 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆135Updated 7 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 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…
  ☆70Updated 7 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆109Updated 7 years ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆82Updated 5 years ago
• timothyyu / gdax-orderbook-ml
  Application of machine learning to the Coinbase (GDAX) orderbook
  ☆100Updated 2 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆77Updated 7 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆167Updated 5 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆92Updated last year
• miroblog / limit_orderbook_prediction
  ☆139Updated 2 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆156Updated 7 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆52Updated 3 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆74Updated 3 years ago
• im1235 / ISAC
  Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
  ☆142Updated 5 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆75Updated 3 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆49Updated 8 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago