timothyyu / gdax-orderbook-ml
Application of machine learning to the Coinbase (GDAX) orderbook
☆99Updated 2 years ago
Alternatives and similar repositories for gdax-orderbook-ml:
Users that are interested in gdax-orderbook-ml are comparing it to the libraries listed below
- algo trading backtesting on BitMEX☆76Updated last year
- ☆138Updated 2 years ago
- Visualization Tool for Deribit Options☆80Updated 5 years ago
- Deep Q-Learning for Market Making☆120Updated 6 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆139Updated 4 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆88Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆71Updated 7 years ago
- Market Making / Stat Arb strategy☆60Updated 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.☆156Updated 5 years ago
- A REST API providing snapshot, tick, and aggregated market data for crypto-currencies☆77Updated last year
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Vastly Improved BitMEX Market Making Algo☆237Updated 8 years ago
- Limit Order Book data analysis and modeling using LSTM network☆136Updated 6 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆70Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Neural Network for HFT-trading [experimental]☆86Updated 4 years ago
- Order Imbalance Strategy in High Frequency Trading☆129Updated 6 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 6 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆175Updated 6 years ago
- ☆126Updated 6 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆59Updated 2 years ago
- Sophisticated Scalper Bot for BitMEX using orders imbalance analysis☆93Updated 8 months ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Updated 2 years ago
- Machine learning end-to-end research and trade execution☆95Updated 4 years ago
- Technical Analysis Library Time-Series☆153Updated 7 months ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆104Updated 11 months ago