Alternatives and similar repositories for thenextquant

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

• getjake / AIOQuant-Frontend
  The Interactive Frontend Built for Aioquant.
  ☆13Updated 3 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• freepai / freepai-quant
  基于 TheNextQuant 的量化交易框架
  ☆21Updated 3 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆43Updated 5 years ago
• SimoHaiLiu / thenextquant
  事件驱动的量化交易/做市框架。
  ☆83Updated 6 years ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆113Updated 7 years ago
• wukan1986 / LightBT
  lightweight backtester
  ☆30Updated 6 months ago
• jifengthu / awesome_hft_factors
  ☆28Updated 3 years ago
• rayzhudev / Binance-Orderbook
  A python implementation of a local copy of a Binance Orderbook.
  ☆17Updated 5 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 4 years ago
• phonegapX / sustecher
  Alpha研究平台
  ☆21Updated 4 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 4 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆35Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆68Updated 3 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆111Updated last year
• wukan1986 / alpha_examples
  alpha投研示例
  ☆87Updated 3 months ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆105Updated last year
• suixinio / marketMaker
  接入okcoin的数字货币行情，并在众安交易所做市
  ☆23Updated 8 years ago
• chen-001 / pure_ocean_breeze
  众人的因子回测框架 stock factor test
  ☆30Updated last week
• picklenchips / MARKET-MAKING-RL
  Using reinforcement learning to make markets in the high frequency trading setting.
  ☆22Updated 8 months ago
• jinjuo / thousandTrading
  Quantized transaction strategy open source
  ☆39Updated 5 years ago
• kostyafarber / crypto-lob-data-pipeline
  I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …
  ☆24Updated 3 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆50Updated 5 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
  ☆31Updated 4 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆60Updated 4 years ago
• vnpy / vnpy_optionmaster
  VeighNa框架的期权波动率交易模块
  ☆55Updated last month
• wangzhe3224 / systematic-trading-knowledge-collection
  Collect knowledge around systematic trading, including software design, trading strategies, statistical skill. 量化交易/系统化交易知识集
  ☆44Updated 2 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆139Updated 2 years ago