twmeggs / PyRebuildLOBLinks
☆17Updated 9 years ago
Alternatives and similar repositories for PyRebuildLOB
Users that are interested in PyRebuildLOB are comparing it to the libraries listed below
Sorting:
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- Algo execution engine☆93Updated 9 years ago
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 7 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆190Updated 2 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆37Updated 8 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 8 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Python package for timeseries analysis and manipulation☆86Updated 8 years ago
- HFTrader is fully automated high frequency trading system☆94Updated 12 years ago
- Python driver for MarketStore☆112Updated 2 years ago
- Select a supervised algorithm that can predict stock prices of historical data based on the predictors (statistical indicators). Accordin…☆44Updated 2 years ago
- python-trading☆13Updated 6 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆156Updated 6 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Neural Network for HFT-trading [experimental]☆87Updated 4 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆49Updated 7 years ago
- Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]☆54Updated 7 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- Algorithmic trading platform for multiple assets☆37Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- Obtain pre market and after hours stock prices for a given symbol☆34Updated 4 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆90Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago