will-thompson-k / microstructure-plotterLinks
visualize financial microstructure π & debug trading bots π€
β47Updated 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
Sorting:
- Example of order book modeling.β58Updated 6 years ago
 - algo trading backtesting on BitMEXβ82Updated last year
 - π Aggregate candlesticks from high frequency tick data from WebSocketsβ30Updated last year
 - Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick dataβ36Updated 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 inβ¦β72Updated 7 years ago
 - Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.β54Updated 4 years ago
 - Repository for market making ideasβ43Updated last year
 - A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.β73Updated 3 years ago
 - β120Updated 7 years ago
 - Dashboard to track crypto spot-futures premiumsβ54Updated 3 years ago
 - Pairs trading strategy example based on Catalystβ50Updated 6 years ago
 - Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTMβ55Updated 5 years ago
 - An implementation of Avellaneda-Stoikov market making model after reading the seminal paperβ32Updated 4 years ago
 - High Frequency Pairs Trading Based on Statistical Arbitrage (Python)β104Updated 6 years ago
 - β38Updated 4 years ago
 - Writing a basic market making strategy on liquid and illiquid crypto/fiat pairsβ35Updated 4 years ago
 - Volume-Synchronized Probability of Informed Tradingβ112Updated 12 years ago
 - High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading β¦β114Updated last year
 - High-frequency trading in a limit order bookβ59Updated 6 years ago
 - Sharing quantitative analyses on Crypto Lake dataβ69Updated last year
 - Collection of indicators that I used in my strategies.β58Updated 7 months ago
 - Research Repo (Archive)β75Updated 5 years ago
 - Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Leeβ22Updated 6 years ago
 - Different quantitative trading models researchβ54Updated 10 months ago
 - Build your own historical Limit Order Book datasetβ46Updated 4 years ago
 - Calibrates microprice model to BitMEX quote dataβ61Updated 4 years ago
 - Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.β76Updated 5 years ago
 - Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars dataβ21Updated 4 years ago
 - Deep learning modelling of orderbooksβ100Updated 5 years ago
 - Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.β69Updated 2 years ago