Alternatives and similar repositories for order-imbalance

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

• sjcctv / Python-Market_Analysis_and_HFT_Trading_Strategy_Design-

  View on GitHub
  Use machine learning to trade bitcoin.
  ☆10Jun 10, 2021Updated 4 years ago
• istaaaa / ChannelBreakOutHFT

  View on GitHub
  Channel break out strategy for High Frequency Trading.
  ☆15Jun 26, 2018Updated 7 years ago
• Taqhee / BTC_TradingBot

  View on GitHub
  A Trading bot framework which uses a combination 1d KVO/Signal and VWAP strategies to place orders on Bitmex. Advanced strategies includi…
  ☆20Jun 19, 2018Updated 7 years ago
• keinsell / Hftish

  View on GitHub
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Jul 23, 2020Updated 5 years ago
• repotudou / HFT_Project

  View on GitHub
  Apply different deep learning models to limit order book.
  ☆11Mar 6, 2018Updated 7 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic

  View on GitHub
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆31Apr 30, 2020Updated 5 years ago
• shaileshkakkar / MicroPriceIndicator

  View on GitHub
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆73Jun 3, 2018Updated 7 years ago
• petr-fedorov / obadiah

  View on GitHub
  Order Book Analytics Database
  ☆12Mar 31, 2020Updated 5 years ago
• bertrandobi / WQU-CAPSTONE-Project

  View on GitHub
  CAPSTONE Project for Msc Financial Engineering
  ☆12Mar 11, 2019Updated 6 years ago
• maoli131 / DeepRL-TradeBot

  View on GitHub
  Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.
  ☆13Dec 8, 2022Updated 3 years ago
• paraita / hft-sim

  View on GitHub
  Simple Market Simulator implementation for HFT stress testing
  ☆31Jun 9, 2013Updated 12 years ago
• feizei2008 / tick_mean_reversion

  View on GitHub
  tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…
  ☆14Nov 2, 2019Updated 6 years ago
• andresberejnoi / Coinbase-Pro-Algo-Trading

  View on GitHub
  ☆14Mar 6, 2021Updated 4 years ago
• alexanu / OrderBook-Tick-Data-Trading-Strategy

  View on GitHub
  ☆11Nov 6, 2018Updated 7 years ago
• Weichong515 / Algo-Trading-14

  View on GitHub
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆16May 2, 2019Updated 6 years ago
• lineojcd / Order-Imbalance-Strategy

  View on GitHub
  for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)
  ☆13Sep 17, 2020Updated 5 years ago
• cgarvie / hfat

  View on GitHub
  High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machin…
  ☆15Jun 21, 2018Updated 7 years ago
• yujiweiwolf / tuna_hft

  View on GitHub
  高频交易系统结构
  ☆17May 21, 2020Updated 5 years ago
• iroot900 / Automated-Market-Maker

  View on GitHub
  ☆11May 24, 2015Updated 10 years ago
• AnttheAdventurer / market_maker

  View on GitHub
  market making algo for CBpro and Binance
  ☆30Apr 21, 2019Updated 6 years ago
• lamres / orderbook_modeling

  View on GitHub
  Example of order book modeling.
  ☆58Jun 18, 2019Updated 6 years ago
• grayvalley / microprice-calibration

  View on GitHub
  Calibrates microprice model to BitMEX quote data
  ☆64Jul 1, 2021Updated 4 years ago
• kolliderhq / example_market_maker

  View on GitHub
  ☆16Jun 28, 2022Updated 3 years ago
• dmitry-r / binance-lob-recorder

  View on GitHub
  Binance Limit Order Book Recorder
  ☆16Dec 8, 2022Updated 3 years ago
• t4ko / closegaps_tradebot

  View on GitHub
  Experimental triangular arbitrage bot for high frequency crypto trading
  ☆16Jun 21, 2018Updated 7 years ago
• Boburmirzo / genetic-Meyer-Packard-Algorithm

  View on GitHub
  Predicting a Stock Price Using a Genetic Algorithm
  ☆16Feb 8, 2018Updated 8 years ago
• systematicinvestor / systematicinvestor.github.io

  View on GitHub
  ☆17Jun 26, 2016Updated 9 years ago
• profnote / AlgoTrading-PriceImpactOrderFlow

  View on GitHub
  Implementing a medium freq trading strategy by estimating price impact via order flow.
  ☆16Sep 21, 2020Updated 5 years ago
• wcskkk375 / CryptoBacktest

  View on GitHub
  a cpp framework for crypto currentcy tick data backtesting
  ☆18Jun 4, 2021Updated 4 years ago
• judgelight / Bitmex_market_maker

  View on GitHub
  Bitmex 自动量化交易
  ☆14Dec 20, 2019Updated 6 years ago
• 5ymph0en1x / SyDOM

  View on GitHub
  Sophisticated Scalper Bot for BitMEX using orders imbalance analysis
  ☆93Aug 16, 2024Updated last year
• cangshu888 / Automated-Trading-Program

  View on GitHub
  Makes daytrades using the TD Ameritrade API
  ☆20Feb 2, 2019Updated 7 years ago
• fatfingererr / go-deltafighter

  View on GitHub
  Get the current orderflow delta from Binance in Go
  ☆19Dec 6, 2022Updated 3 years ago
• DrAshBooth / PyLOBsim

  View on GitHub
  Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)
  ☆18May 21, 2013Updated 12 years ago
• dstreetquant / pyVWAPTradingSignalSystem

  View on GitHub
  A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
  ☆19Jun 8, 2017Updated 8 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books

  View on GitHub
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Apr 9, 2020Updated 5 years ago
• im1235 / EIE

  View on GitHub
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆38Jan 3, 2021Updated 5 years ago
• MarcosCarreira / LimitOrderBooks

  View on GitHub
  Basic Limit Order Book functions
  ☆23Apr 4, 2018Updated 7 years ago
• Hongtao-Lin / HFT-Prediction

  View on GitHub
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Jun 22, 2016Updated 9 years ago