Alternatives and similar repositories for microstructure-plotter

Users that are interested in microstructure-plotter are comparing it to the libraries listed below

• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆81Updated 2 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆75Updated 3 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆60Updated last year
• globophobe / asyncio-quant-tick
  🔌 Aggregate candlesticks from high frequency tick data from WebSockets
  ☆30Updated last year
• xhshenxin / Micro_Price
  ☆55Updated 4 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆58Updated 5 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆54Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆49Updated 7 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆38Updated 5 years ago
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆55Updated last year
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆72Updated 2 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆102Updated 5 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆73Updated 7 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 12 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• jshellen / statarb
  ☆39Updated 4 years ago
• layoups / microstructure-and-liquidity
  ☆21Updated 3 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 5 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆60Updated 10 months ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆54Updated 3 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆79Updated 8 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 4 years ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆127Updated 4 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆72Updated last year
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆72Updated last year