Order Book Imbalance trading strategy
☆11Nov 21, 2022Updated 3 years ago
Alternatives and similar repositories for Orderbook-HFT
Users that are interested in Orderbook-HFT are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- High Frequency Trading Strategies☆50Aug 14, 2017Updated 8 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆81Jan 27, 2018Updated 8 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Optimal high-frequency market making strategy☆27Nov 24, 2024Updated last year
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Sep 12, 2020Updated 5 years ago
- High Frequency Trading algorithm using Binance API, TA-Lib, Telegram API, & Taapi API to execute Perpetual Futures trades in the cryptocu…☆17Sep 21, 2022Updated 3 years ago
- We propose using Probabilistic Graphical Models such as Bayesian Networks and Hidden Markov Models to construct a global-macro trading st…☆13Apr 28, 2018Updated 7 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- ☆20Apr 16, 2021Updated 4 years ago
- data gateway system getting real-time tick data from Shanghai Future Exchange☆13Dec 8, 2019Updated 6 years ago
- tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…☆14Nov 2, 2019Updated 6 years ago
- Derive order flow from Tick and Trade data.☆33Aug 13, 2021Updated 4 years ago
- Machine learning model to predict NSE stocks for a year☆20Jan 14, 2019Updated 7 years ago
- RestAPI+Websocket client based on Boost.Beast. Binance, Huobi, Gateio, Currencycom launched☆20Aug 16, 2023Updated 2 years ago
- 高频交易系统结构☆17May 21, 2020Updated 5 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Uses the Renko Brick plotting strategy to trade Bitcoin on BitMex using the MACD trading strategy.☆10Feb 2, 2023Updated 3 years ago
- ☆15Jun 10, 2020Updated 5 years ago
- Renko Strategy for freqtrade☆12May 24, 2023Updated 2 years ago
- 用SVM构建高频交易策略☆13Oct 21, 2019Updated 6 years ago
- 使用QT开发的CTP跟单交易程序☆21Mar 21, 2016Updated 10 years ago
- 网格交易☆19Apr 18, 2018Updated 7 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17May 21, 2013Updated 12 years ago
- Low latency lock free SPSC, SPMC, MPMC Queue and Stack. Fast SpinLock, SeqLock☆10Feb 5, 2024Updated 2 years ago
- mql5 trading bots for auto trading☆18May 1, 2022Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- A high-performance WebSocket library optimized for low latency and high throughput.☆38Mar 6, 2025Updated last year
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Sep 10, 2021Updated 4 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Aug 10, 2022Updated 3 years ago
- Python code of complete backtest of Banknifty Option Straddle☆23Feb 5, 2022Updated 4 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Jul 29, 2020Updated 5 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆19Nov 2, 2022Updated 3 years ago