twmeggs / PyRebuildLOBLinks
☆17Updated 10 years ago
Alternatives and similar repositories for PyRebuildLOB
Users that are interested in PyRebuildLOB are comparing it to the libraries listed below
Sorting:
- obAnalytics Shiny front-end☆76Updated 7 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆76Updated 4 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Limit Order Book Implemented in Python☆99Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆108Updated 10 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆159Updated 6 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 9 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- Fully functioning fast Limit Order Book written in Python☆199Updated 3 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]☆54Updated 8 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 8 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆67Updated 10 years ago
- Backtesting tool on tick data☆11Updated 9 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆114Updated 8 years ago
- Futures trading database/backtester/analysis☆20Updated 7 years ago
- Python package for timeseries analysis and manipulation☆86Updated 9 years ago
- Code samples for The Gateway.☆51Updated 7 years ago
- Python driver for MarketStore☆113Updated 2 years ago
- Bitstamp real time console based limit order book☆132Updated 8 months ago
- A Python toolkit for high-frequency trade research.☆43Updated 7 years ago
- Reinforcement learning environment for trading☆15Updated 8 years ago
- ☆195Updated 5 years ago
- Algo execution engine☆98Updated 9 years ago
- Algorithmic trading infrastructure in Python.☆101Updated 8 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Updated 2 years ago
- trading-agent☆36Updated 3 years ago
- ☆36Updated 8 years ago
- python-trading☆14Updated 7 years ago