will-thompson-k / microstructure-plotterLinks
visualize financial microstructure π & debug trading bots π€
β46Updated 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.β57Updated 6 years ago
- algo trading backtesting on BitMEXβ78Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.β74Updated 3 years ago
- Time Series Prediction of Volume in LOBβ57Updated last year
- Pairs trading strategy example based on Catalystβ49Updated 6 years ago
- Volume-Synchronized Probability of Informed Tradingβ113Updated 11 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¦β70Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedgingβ75Updated 7 years ago
- By means of stochastic volatility modelsβ44Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTMβ53Updated 4 years ago
- High-frequency trading in a limit order bookβ59Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.β51Updated 3 years ago
- β114Updated 7 years ago
- Deep learning modelling of orderbooksβ95Updated 4 years ago
- Collection of indicators that I used in my strategies.β56Updated 3 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.β65Updated 2 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading β¦β111Updated last year
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.β73Updated 4 years ago
- Research Repo (Archive)β74Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)β103Updated 6 years ago
- β33Updated 3 years ago
- π Aggregate candlesticks from high frequency tick data from WebSocketsβ30Updated last year
- Different quantitative trading models researchβ53Updated 7 months ago
- Fast, Multi threaded and Efficient Trade Matching Engineβ27Updated 3 years ago
- Generate various Alternative Bars both historically and at real-time.β35Updated 2 years ago
- Event-driven backtest/realtime quantitative trading system.β75Updated 3 years ago
- Dashboard to track crypto spot-futures premiumsβ53Updated 2 years ago
- Some notebooks with powerful trading strategies.β95Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.β38Updated last year
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.β35Updated 2 years ago