zombie-einstein / bourse
Rust Market Simulation Library with a Python API
☆22Updated last year
Alternatives and similar repositories for bourse
Users that are interested in bourse are comparing it to the libraries listed below
Sorting:
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- Backtesting engine written in Rust☆72Updated 2 months ago
- A Practical Guide to a Simple Data Stack.☆40Updated 7 months ago
- ☆32Updated 3 years ago
- Lightweight algo trading framework☆32Updated 2 years ago
- Example data for use with NautilusTrader☆20Updated last month
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆61Updated 4 years ago
- A collection of homeworks of market microstructure models.☆236Updated 7 years ago
- ☆48Updated 7 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- A fast in-memory limit order book (LOB).☆151Updated 2 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Features and labels engineering of raw data of quotes of several stocks.☆29Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- ☆49Updated 4 years ago
- ☆113Updated 7 years ago
- Aggregate trade data into user-defined candles using information driven rules☆90Updated 3 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- Visualize an order book using Perspective and the Gemini sandbox API.☆43Updated 3 years ago
- ☆24Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆114Updated last year
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing☆33Updated last month
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆56Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆17Updated 5 months ago
- Baruch MFE 2019 Spring☆40Updated 4 years ago
- A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.☆59Updated last month
- Sharing quantitative analyses on Crypto Lake data☆65Updated 8 months ago
- Examples of nautilus script☆36Updated 4 months ago