Alternatives and similar repositories for perspective-order-book

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

• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago
• Surbeivol / PythonMatchingEngine
  High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …
  ☆111Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆145Updated 2 years ago
• theopenstreet / VPIN_HFT
  ☆114Updated 7 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆51Updated 3 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆95Updated 4 years ago
• limx0 / nautilus_talks
  ☆37Updated 9 months ago
• xhshenxin / Micro_Price
  ☆50Updated 4 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆127Updated 3 months ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆37Updated 6 months ago
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆101Updated 3 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆120Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 4 years ago
• Peropero0 / quantitative_finance_playground
  ☆52Updated 6 months ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆96Updated 7 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆91Updated 11 months ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆135Updated 7 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆60Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆200Updated last year
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆123Updated 3 years ago
• kmanley / orderbook
  A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…
  ☆76Updated 5 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆57Updated 4 years ago
• saeed349 / Microservices-Based-Algorithmic-Trading-System-V-2.0
  MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…
  ☆55Updated 2 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆269Updated 4 years ago