sturex / pyOrderbookTradingLinks
Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.
☆35Updated 3 years ago
Alternatives and similar repositories for pyOrderbookTrading
Users that are interested in pyOrderbookTrading are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆58Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Updated last year
- Quantopian Pairs Trading algorithm implementation.☆65Updated 8 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 7 years ago
- Example of adaptive trend following strategy based on Renko☆123Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆54Updated 5 years ago
- A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.☆29Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- ☆34Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆64Updated 4 years ago