stefansimik / nautilus_trader_examplesLinks
☆38Updated last month
Alternatives and similar repositories for nautilus_trader_examples
Users that are interested in nautilus_trader_examples are comparing it to the libraries listed below
Sorting:
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆46Updated this week
- Examples of nautilus script☆37Updated 5 months ago
- ☆37Updated 8 months ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆239Updated 3 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year
- Technical Analysis Indicators for polars☆173Updated 2 weeks ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Deep learning approach for market price prediction, in JAX☆38Updated last year
- Visualize an order book using Perspective and the Gemini sandbox API.☆45Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆123Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆98Updated 2 months ago
- ☆114Updated 7 years ago
- ☆32Updated 7 months ago
- A python library for computing technical analysis indicators on streaming data.☆121Updated last month
- Order Imbalance Strategy in High Frequency Trading☆133Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆178Updated 4 months ago
- A python library for testing and optimizing trading strategies.☆49Updated 9 months ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- High-frequency statistical arbitrage☆196Updated last year
- To classify trades into buyer- and seller-initiated.☆144Updated 2 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated 11 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆75Updated 7 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆70Updated 2 years ago
- ☆45Updated 6 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆172Updated 7 months ago
- A collection of homeworks of market microstructure models.☆247Updated 7 years ago
- Backtesting engine written in Rust☆75Updated 3 months ago