tibkiss / huba-v1Links
Pairs Trading using Statistical Arbitrage
☆177Updated 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:
- High-frequency statistical arbitrage☆206Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆297Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆123Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆247Updated this week
- algo trading backtesting on BitMEX☆79Updated last year
- toolbox of fast mm-related funcs☆198Updated last week
- ☆46Updated 6 years ago
- High frequency trading bot for crypto currencies☆400Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆125Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆77Updated 7 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated 11 months ago
- A collection of homeworks of market microstructure models.☆250Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆167Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- algorithmic trading using machine learning☆151Updated last week
- experiments with pair trading☆311Updated 7 months ago
- Option and stock backtester / live trader☆267Updated 7 months ago
- ☆115Updated 7 years ago
- A Python 3 script to harvest data from the Binance socket stream and calculate popular TA indicators and produce lists of top trending co…☆73Updated 3 years ago
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- Using graph algorithms to find arbitrage opportunities☆183Updated 5 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆211Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- CS7641 Team project☆96Updated 5 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆280Updated 9 months ago
- High Frequency Market Making☆564Updated last year
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆37Updated 2 years ago