Alternatives and similar repositories for roq-algo

Users that are interested in roq-algo are comparing it to the libraries listed below

• FranklineMisango / Lumibot_Algorithms
  Live SPY Algorithmic Backed bots for Day Trading Stocks by utilizing ALPACA / IBrokers as the REST Agents.
  ☆35Updated 3 weeks ago
• quantgalore / volatility-trading
  System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack
  ☆12Updated 2 years ago
• hudson-and-thames / guide_to_modern_portfolio_optimization
  ☆12Updated last year
• vavarb / vavabot_options_strategy
  Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …
  ☆33Updated 10 months ago
• fourth-descender / HFT-Model
  Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context
  ☆23Updated 10 months 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
• jshellen / statarb
  ☆38Updated 4 years ago
• Peropero0 / quantitative_finance_playground
  ☆66Updated last year
• CodingNoob234 / deribit-marketmaker-rest
  A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…
  ☆23Updated 11 months ago
• ericbudish / HFT-Races
  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …
  ☆48Updated 4 years ago
• staccDOTsol / DeribitMarketMaker2
  ☆34Updated 5 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
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆140Updated last year
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆67Updated 5 years ago
• dearvn / bot_options
  The bot is ideal for traders looking to reduce the amount of time spent on researching and analyzing the markets, as it can quickly scan …
  ☆19Updated 2 years ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated last year
• lucylow / Martha_Stewart
  Quantitative Algorithmic Trading Arbitrage Bot for High Frequency Trading (HFT). Martha_Stewart executes trades at the best price by capi…
  ☆58Updated 3 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆46Updated 7 years ago
• ozdemirozcelik / pairs-ibkr
  Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API
  ☆47Updated 2 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆75Updated 3 years ago
• crypto-lake / lake-api
  Python API for accessing Lake high frequency tick trades & order book data
  ☆58Updated 2 months ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆83Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• kostyafarber / crypto-lob-data-pipeline
  I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …
  ☆24Updated 3 years ago
• Naseefabu / ultra-low-latency-orderbook
  Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance
  ☆186Updated last month
• satyapravin / Deribit-Option-Arb
  Tool to identify option arbitrage opportunities across different expiries.
  ☆17Updated last year
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆72Updated last year
• pe049395 / Market-Making
  Repository for market making ideas
  ☆43Updated last year
• ZhangMian-CentraleSupelec / High-Frequency-Data-and-Limit-Order-Book
  ☆33Updated 3 years ago
• zeta-zetra / chart_patterns
  Automate the detection of chart patterns
  ☆80Updated last year