Alternatives and similar repositories for pyOrderbookTrading

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

• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆67Updated 2 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆30Updated 4 years ago
• nife8975 / Trendline_Tools
  Tools to calculate and plot support/resistance lines for OHLC datasets
  ☆26Updated 7 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆68Updated last year
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆43Updated 2 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆60Updated 6 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆50Updated 6 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆105Updated 6 years ago
• lamres / TrendBreakerPL_PSO_backtrader
  Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.
  ☆19Updated 5 years ago
• tjmcrill / automated_trading
  High Frequency Trading (HFT) done using the Alpaca Trade API and Python.
  ☆25Updated 6 years ago
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆24Updated 2 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆79Updated 7 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆53Updated 4 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆63Updated 6 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆54Updated 4 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆58Updated 4 years ago
• Yvaine-Zhang / Models-for-Intraday-Trading-Volume-Prediction
  Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…
  ☆49Updated 5 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆58Updated 5 months ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 7 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆64Updated 8 years ago
• chenhq / Data-Mining-on-BTC-Trading-Statistics
  Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…
  ☆22Updated 7 years ago
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆52Updated 5 years ago
• SpiralDevelopment / crypto-hft-data
  Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
  ☆75Updated 5 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 4 years ago
• edgetrader / mean-reversion-strategy
  Mean Reversion Trading Strategy
  ☆27Updated 4 years ago
• lamres / renko_trend_following_strategy_catalyst
  Example of adaptive trend following strategy based on Renko
  ☆122Updated 6 years ago