txu2014 / binance_orderflowLinks
Derive order flow from Tick and Trade data.
☆32Updated 3 years ago
Alternatives and similar repositories for binance_orderflow
Users that are interested in binance_orderflow are comparing it to the libraries listed below
Sorting:
- High Frequency Trading Strategies☆45Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- ☆25Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆57Updated 2 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆31Updated 3 months ago
- Repository for market making ideas☆40Updated last year
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆33Updated 3 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 6 months ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago
- Optimal high-frequency market making strategy☆21Updated 6 months ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆74Updated 7 years ago
- Collection of indicators that I used in my strategies.☆55Updated 2 months ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆20Updated 6 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 7 years ago
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago