tibkiss / huba-v1Links
Pairs Trading using Statistical Arbitrage
☆189Updated 3 years ago
Alternatives and similar repositories for huba-v1
Users that are interested in huba-v1 are comparing it to the libraries listed below
Sorting:
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆304Updated last year
- High-frequency statistical arbitrage☆231Updated 2 years ago
- A collection of homeworks of market microstructure models.☆266Updated 7 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆267Updated last week
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆134Updated last year
- algo trading backtesting on BitMEX☆81Updated last year
- experiments with pair trading☆326Updated 11 months ago
- toolbox of fast mm-related funcs☆216Updated last week
- High frequency trading bot for crypto currencies☆414Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake data☆69Updated last year
- ☆120Updated 7 years ago
- Using graph algorithms to find arbitrage opportunities☆183Updated 6 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆134Updated 4 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆294Updated 2 weeks ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆174Updated 6 years ago
- ☆49Updated 6 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 2 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- Sophisticated Scalper Bot for BitMEX using orders imbalance analysis☆94Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- Volatility surface visualizer for cryptocurrency options.☆60Updated 2 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆68Updated last year
- Volume-Synchronized Probability of Informed Trading☆112Updated 12 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆229Updated 2 years ago
- ☆422Updated 4 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆78Updated 6 years ago