Alternatives and similar repositories for order-imbalance:

Users that are interested in order-imbalance are comparing it to the libraries listed below

• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 6 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆27Updated 3 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• constancedongg / LASSO-in-HFT
  Apply LASSO in High-Frequency-Trading
  ☆9Updated 5 years ago
• riyersk / HFTrading
  Building a High Frequency Trading Engine with Neural Networks
  ☆12Updated 7 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-
  Use machine learning to trade bitcoin.
  ☆10Updated 3 years ago
• jshellen / statarb
  ☆31Updated 3 years ago
• tjmcrill / automated_trading
  High Frequency Trading (HFT) done using the Alpaca Trade API and Python.
  ☆25Updated 5 years ago
• keinsell / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 4 years ago
• FranklinMa810 / Market-Microstructure
  ☆21Updated 5 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆21Updated 7 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆20Updated 4 months ago
• kanupriyaanand / Pairs_Trading_Quant
  A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…
  ☆23Updated 3 years ago
• ecivini / CryptoHFT
  An automatic high frequency trading bot for cryptocurrencies
  ☆21Updated 4 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 4 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆16Updated 2 years ago
• lineojcd / Order-Imbalance-Strategy
  for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)
  ☆13Updated 4 years ago
• theo-dim / Global-Macro-Strategies
  A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …
  ☆8Updated 3 years ago
• istaaaa / ChannelBreakOutHFT
  Channel break out strategy for High Frequency Trading.
  ☆14Updated 6 years ago
• lxin62107 / High-Frequency-Trading
  High Frequency Trading Strategy
  ☆12Updated 6 years ago
• jeffrayvid / high-frequency-trading
  Processing and performing financial calculations on HFT data
  ☆11Updated 6 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 3 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 4 years ago
• Yan1015 / Arbitrage-Opportunity-Monitor
  This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…
  ☆17Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• Ray-0403 / HFT-using-Machine-Learning
  My first high-frequency trading strategy using machine learning
  ☆16Updated 2 years ago
• gawd-coder / Backtest-ARIMA-Model-Startegy
  Backtested trading strategy based on modelling stock returns based on Auto Regressive Integrated Moving Average model
  Updated 4 years ago