akim-tor Goto Github PK

algorithmic_trading_book

2 books and related source codes for algorithmic trading.

algorithmictrading

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

find-cointegrated-crypto-pairs

Finding Cointegrated Crypto Pairs with Binance API

hse-crypto-statistical-arbitrage

hummingbot

Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain

hummingbot-postprocess

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

microprice

microprice-calibration

Calibrates microprice model to BitMEX quote data

micropriceindicator

This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data for the Crypto pair ETHBTC. The data was pulled by me from Binance by subscribing to three different streams - Market Trades, Partial Depth and Orderbook Snapshot. Then these were combined to form the order-book and analysis done on the same.

pair-trading

Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM

pair-trading-reinforcement-learning

An Structural Application of Reinforcement Learning in Pair Trading

pairs-trading-with-python

quantitative-notebooks

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy