will-thompson-k / microstructure-plotter
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:
- Fast, Multi threaded and Efficient Trade Matching Engineβ25Updated 3 years ago
- Example of order book modeling.β56Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.β73Updated 2 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Leeβ21Updated 6 years ago
- algo trading backtesting on BitMEXβ77Updated last year
- Time Series Prediction of Volume in LOBβ56Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTMβ52Updated 4 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
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick dataβ36Updated 4 years ago
- By means of stochastic volatility modelsβ44Updated 5 years ago
- β113Updated 7 years ago
- β32Updated 3 years ago
- β49Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paperβ31Updated 3 years ago
- Build your own historical Limit Order Book datasetβ39Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPINβ92Updated 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.β37Updated last year
- stores market data from cryptofeed to kdb+β23Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedgingβ72Updated 7 years ago
- Generate various Alternative Bars both historically and at real-time.β35Updated 2 years ago
- Find trading pairs with Machine Learningβ41Updated 3 years ago
- Dashboard to track crypto spot-futures premiumsβ53Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. Gβ¦β70Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.β63Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairsβ33Updated 3 years ago
- Volume-Synchronized Probability of Informed Tradingβ111Updated 11 years ago
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesingβ34Updated this week
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used inβ¦β69Updated 6 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.β21Updated 4 years ago
- Different quantitative trading models researchβ52Updated 5 months ago