Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
☆2,244Aug 27, 2022Updated 3 years ago
Alternatives and similar repositories for SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Users that are interested in SGX-Full-OrderBook-Tick-Data-Trading-Strategy are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,328Nov 13, 2024Updated last year
- High Frequency Market Making☆618Sep 24, 2023Updated 2 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆947Jan 12, 2022Updated 4 years ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆3,819Dec 23, 2025Updated 3 months ago
- Example Order Book Imbalance Algorithm☆845Jul 25, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆181Sep 28, 2019Updated 6 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆561Sep 20, 2022Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆652Jul 6, 2023Updated 2 years ago
- ☆143Dec 8, 2022Updated 3 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Aug 21, 2017Updated 8 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆3,524May 21, 2025Updated 10 months ago
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,105Updated this week
- Algorithmic trading framework for cryptocurrencies.☆1,514Jan 7, 2026Updated 2 months ago
- High frequency trading bot for crypto currencies☆424Feb 7, 2022Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆442Jan 10, 2021Updated 5 years ago
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆9,513Apr 14, 2024Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆2,899May 29, 2025Updated 9 months ago
- Market Making via Reinforcement Learning☆343Nov 4, 2019Updated 6 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,053Aug 13, 2023Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,618Oct 2, 2023Updated 2 years ago
- Quantitative analysis, strategies and backtests☆2,856Aug 26, 2023Updated 2 years ago
- High Frequency Trading☆109Jun 10, 2018Updated 7 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆256Apr 12, 2022Updated 3 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A list of online resources for quantitative modeling, trading, portfolio management☆3,769Jun 15, 2024Updated last year
- Vastly Improved BitMEX Market Making Algo☆238Feb 3, 2017Updated 9 years ago
- A collection of homeworks of market microstructure models.☆282May 4, 2018Updated 7 years ago
- Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.☆1,855Feb 11, 2024Updated 2 years ago
- List of awesome resources for machine learning-based algorithmic trading☆1,841Aug 8, 2023Updated 2 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆502Mar 10, 2026Updated 2 weeks ago
- Example of order book modeling.☆57Jun 18, 2019Updated 6 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,881Oct 21, 2024Updated last year
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 8 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆209Mar 29, 2023Updated 2 years ago
- Limit Order Book Implemented in Python☆98Jan 3, 2018Updated 8 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,895Dec 8, 2022Updated 3 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆552Jul 15, 2021Updated 4 years ago
- Deep learning modelling of orderbooks☆101Oct 8, 2020Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152May 9, 2020Updated 5 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆314Dec 4, 2023Updated 2 years ago