will-thompson-k / microstructure-plotter
visualize financial microstructure π & debug trading bots π€
β44Updated 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
- Time Series Prediction of Volume in LOBβ56Updated 10 months ago
- Generate various Alternative Bars both historically and at real-time.β34Updated 2 years ago
- A financial trading method using machine learning.β58Updated last year
- Collection of indicators that I used in my strategies.β51Updated last year
- A Practical Guide to a Simple Data Stack.β39Updated 5 months ago
- Python library for building financial machine learning models.β32Updated 3 years ago
- π Aggregate candlesticks from high frequency tick data from WebSocketsβ26Updated 11 months ago
- β29Updated 3 years ago
- β39Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.β49Updated 3 years ago
- β47Updated 3 years ago
- Example of order book modeling.β56Updated 5 years ago
- Dashboard to track crypto spot-futures premiumsβ53Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedgingβ70Updated 7 years ago
- β21Updated 2 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.β70Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTMβ52Updated 4 years ago
- Package to build risk model for factor pricing modelβ24Updated 6 months ago
- By means of stochastic volatility modelsβ43Updated 4 years ago
- algo trading backtesting on BitMEXβ76Updated last year
- Pairs trading strategy example based on Catalystβ47Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.β36Updated last year
- Extract and visualize implied volatility from option chain dataβ33Updated 2 months ago
- Different quantitative trading models researchβ53Updated 2 months ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used inβ¦β67Updated 6 years ago
- stores market data from cryptofeed to kdb+β23Updated 3 years ago
- Load, build and visualize volatility analytics from Deribit.β24Updated last year
- Quantitative Finance using python - Derivatives Pricingβ43Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.β65Updated 5 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in Deβ¦β48Updated 4 years ago