Alternatives and similar repositories for CryptoBacktest

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

• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆30Updated 2 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• jshellen / statarb
  ☆36Updated 4 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆59Updated 4 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆71Updated 7 years ago
• ZhangMian-CentraleSupelec / High-Frequency-Data-and-Limit-Order-Book
  ☆28Updated 2 years ago
• June911 / micro-price
  replication of micro-price on crytocurrency data
  ☆10Updated 3 years ago
• xhshenxin / Micro_Price
  ☆52Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 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
  ☆30Updated 3 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆93Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆117Updated 7 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆20Updated 3 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆42Updated last year
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆80Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• pfei-sa / binance-LOB
  Build your own historical Limit Order Book dataset
  ☆41Updated 4 years ago
• PontusHultkrantz / price-discovery
  Mid price estimation in LOB using Markov model
  ☆12Updated 3 years ago
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆19Updated last year
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆17Updated 3 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆131Updated 2 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.
  ☆49Updated 5 years ago
• jifengthu / awesome_hft_factors
  ☆27Updated 3 years ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆38Updated 7 months ago
• automatedalgo / apex
  Algorithmic trading strategies research and execution platform
  ☆23Updated this week
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆18Updated 4 years ago
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆23Updated 2 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆28Updated 4 years ago