wcskkk375 / CryptoBacktestLinks
a cpp framework for crypto currentcy tick data backtesting
☆17Updated 4 years ago
Alternatives and similar repositories for CryptoBacktest
Users that are interested in CryptoBacktest are comparing it to the libraries listed below
Sorting:
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- ☆37Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- ☆53Updated 4 years ago
- ☆30Updated 3 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…☆72Updated 7 years ago
- replication of micro-price on crytocurrency data☆10Updated 3 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 4 years ago
- Mid price estimation in LOB using Markov model☆13Updated 3 years ago
- Repository for market making ideas☆42Updated last year
- 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
- ☆28Updated 3 years ago
- ☆120Updated 7 years ago
- Build your own historical Limit Order Book dataset☆46Updated 4 years ago
- Example of order book modeling.☆57Updated 6 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Updated 3 years ago
- Market Making in Python☆19Updated last year
- Algorithmic trading strategies research and execution platform☆27Updated 2 months ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆21Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆112Updated 12 years ago
- Examples of nautilus script☆39Updated last month
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆145Updated 5 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆35Updated last year