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
Sorting:
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- 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
- High Frequency Trading Strategies☆50Aug 14, 2017Updated 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
- data gateway system getting real-time tick data from Shanghai Future Exchange☆13Dec 8, 2019Updated 6 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…