xiandong79 / bitMEX-python-recorder
Python Recorder for BitMEX Ticker Data
☆10Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for bitMEX-python-recorder
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆24Updated 6 years ago
- Some naive low frequency stock market strategy back test algorithm including grid trading☆31Updated last year
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- Trading platform for high frequency data☆15Updated 10 years ago
- Just another backtester☆20Updated 3 years ago
- Alpha研究平台☆17Updated 3 years ago
- tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…☆14Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Simple market maker bot (grid order)☆42Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- Gamma Scalping Trading Strategies☆18Updated 8 years ago
- tools for alpha research☆23Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆28Updated 3 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆99Updated last year
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆26Updated 7 months ago
- 非平衡订单流高频交易模型☆102Updated 6 years ago
- Event-driven backtest/realtime quantitative trading system.☆73Updated 3 years ago
- Derive order flow from Tick and Trade data.☆26Updated 3 years ago
- ☆40Updated 7 years ago
- ☆28Updated 8 years ago
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- Limit Order Book Implemented in Python☆90Updated 6 years ago