Alternatives and similar repositories for orderbook_simulator:

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

• alexbotsula / Price_direction_forecast
  ☆42Updated 5 years ago
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆169Updated this week
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆226Updated 6 years ago
• choffstein / cryptomancer
  ☆30Updated 3 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆70Updated 7 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆108Updated 10 months ago
• kmanley / orderbook
  A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…
  ☆74Updated 4 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆139Updated 2 years ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆53Updated 2 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆226Updated last week
• dwasse / vol-surface-visualizer
  Volatility surface visualizer for cryptocurrency options.
  ☆52Updated 2 years ago
• hello2all / gamma-ray
  High frequency trading bot for crypto currencies
  ☆381Updated 3 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆110Updated 11 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 4 years ago
• liquiditygoblin / trading_scripts
  A collection of helpful trading scripts I've hacked together
  ☆40Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆154Updated this week
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆269Updated 4 months ago
• theopenstreet / VPIN_HFT
  ☆112Updated 7 years ago
• thlemercier / Wifey-Miro
  ☆113Updated 2 years ago
• tibkiss / huba-v1
  Pairs Trading using Statistical Arbitrage
  ☆161Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆117Updated last year
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆171Updated 7 months ago
• robertmartin8 / CryptoGraphArb
  Using graph algorithms to find arbitrage opportunities
  ☆179Updated 5 years ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆79Updated 4 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆95Updated 4 years ago
• crypto-crawler / carbonbot
  A command line tool based on the crypto-crawler library.
  ☆72Updated 2 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆76Updated last year
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆124Updated 3 years ago
• beinghorizontal / awesome-quant
  A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
  ☆55Updated 4 years ago
• 0xDub / figgie-auto
  An algorithmic sandbox for Jane Street's game, "Figgie"
  ☆77Updated 10 months ago