will-thompson-k / microstructure-plotter
visualize financial microstructure 📈 & debug trading bots 🤖
☆46Updated 2 years ago
Alternatives and similar repositories for microstructure-plotter:
Users that are interested in microstructure-plotter are comparing it to the libraries listed below
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Developing a trend following model using futures☆31Updated last year
- ☆31Updated 3 years ago
- By means of stochastic volatility models☆43Updated 5 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 4 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 6 years ago
- ☆49Updated 3 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Python API for accessing Lake high frequency tick trades & order book data☆40Updated 3 months ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- Repository for market making ideas☆39Updated 11 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Time Series Prediction of Volume in LOB☆56Updated 11 months ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- ☆112Updated 7 years ago
- Extract and visualize implied volatility from option chain data☆34Updated this week
- Build your own historical Limit Order Book dataset☆38Updated 3 years ago
- Algorithmic trading strategies research and execution platform☆19Updated 10 months ago