xiandong79 / bitMEX-python-recorder
Python Recorder for BitMEX Ticker Data
☆10Updated 5 years ago
Related projects: ⓘ
- Price Prediction with Machine Learning Models (practicum project at CME group)☆65Updated 8 years ago
- Just another backtester☆20Updated 3 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆24Updated 6 years ago
- High Frequency Trading Strategies☆40Updated 7 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…