Alternatives and similar repositories for binance_historical_data

Users that are interested in binance_historical_data are comparing it to the libraries listed below

• financialnoob / pairs_trading
  experiments with pair trading
  ☆319Updated 10 months ago
• sstoikov / microprice
  ☆419Updated 4 years ago
• murtazayusuf / OrderflowChart
  Plot orderflow footprint charts using plotly in python.
  ☆185Updated last year
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆140Updated 7 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆137Updated 2 years ago
• Lumiwealth / quantstats_lumi
  ☆146Updated last week
• aoki-h-jp / binance-bulk-downloader
  A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COI…
  ☆58Updated 9 months ago
• jmrichardson / tuneta
  Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
  ☆452Updated 2 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆222Updated 2 years ago
• fedecaccia / avellaneda-stoikov
  Avellaneda-Stoikov HFT market making algorithm implementation
  ☆594Updated 2 years ago
• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆236Updated 3 years ago
• limx0 / nautilus_talks
  ☆40Updated last year
• nkaz001 / algotrading-example
  algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…
  ☆302Updated last year
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆221Updated 2 years ago
• nardew / talipp
  talipp - incremental technical analysis library for python
  ☆496Updated last month
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆276Updated 4 years ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆289Updated 11 months ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆152Updated 2 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆110Updated 5 years ago
• white07S / TradingPatternScanner
  Trading Pattern Scanner Identifies complex patterns like head and shoulder, wedge and many more.
  ☆244Updated 2 years ago
• chibui191 / bitcoin_volatility_forecasting
  GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…
  ☆287Updated 4 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆259Updated this week
• lindomar-oliveira / backtrader-binance
  Binance API integration with Backtrader.
  ☆146Updated 4 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆151Updated 5 years ago
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆108Updated last week
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆126Updated 2 years ago
• tysonwu / stack-orderflow
  Orderflow chart GUI using finplot and pyqt5graph
  ☆118Updated 2 years ago
• miroblog / limit_orderbook_prediction
  ☆142Updated 2 years ago
• Boulder-Investment-Technologies / lppls
  Library for fitting the LPPLS model to data.
  ☆425Updated 10 months ago
• harvey1673 / mlfinlab
  ☆40Updated 4 years ago