Alternatives and similar repositories for nautilus_trader_examples

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

• PFund-Software-Ltd / pfund
  An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…
  ☆49Updated last week
• Yvictor / polars_ta_extension
  Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions
  ☆179Updated last week
• limx0 / nautilus_talks
  ☆37Updated 9 months ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆243Updated 2 weeks ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆37Updated 6 months ago
• wukan1986 / polars_ta
  Technical Analysis Indicators for polars
  ☆177Updated last week
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆101Updated 3 months ago
• mr-easy / streaming_indicators
  A python library for computing technical analysis indicators on streaming data.
  ☆126Updated 2 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆120Updated last year
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆276Updated 8 months ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆103Updated 11 months ago
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆149Updated 2 years ago
• sc1f / perspective-order-book
  Visualize an order book using Perspective and the Gemini sandbox API.
  ☆45Updated 3 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆200Updated last year
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆127Updated 2 years ago
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆39Updated last year
• baobach / HFT_Papers
  A curated list of Quantitative Finance papers.
  ☆63Updated 6 months ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆123Updated 3 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆225Updated 6 months ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆145Updated 2 years ago
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆70Updated 2 years ago
• FutTrader / footprint-system
  A footprint reversal system to be used inline with your market structure analysis.
  ☆81Updated 5 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆248Updated 7 years ago
• crypto-lake / lake-api
  Python API for accessing Lake high frequency tick trades & order book data
  ☆47Updated 2 months ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆78Updated last year
• databento / databento-python
  The official Python client library for Databento
  ☆187Updated this week
• Lumiwealth / quantstats_lumi
  ☆140Updated last month
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆135Updated 7 years ago