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hummingbot

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

ib_nope

Automated trading system for NOPE strategy over IBKR TWS

intraday_nope_research

isac

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

itch

Nasdaq Order Book Reconstructor

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

limit-order-book

Bitstamp real time console based limit order book

liquidation-bot-fall-2020

My old liquidation bot - doesn't compile, just learn from it

machine-learning-asset-management

Machine Learning in Asset Management

machine-learning-without-any-libraries

This is a collection of some of the important machine learning algorithms which are implemented with out using any libraries. Libraries such as numpy and pandas are used to improve computational complexity of algorithms

machinelearningstocks

Using python and scikit-learn to make stock predictions

market-maker-ts

Mango Markets V3 Market Maker Bot

microstructure-and-liquidity

molecularnotes

My Obsidian Second Brain setup

order-book-heatmap

OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.

orderbook_modeling

Example of order book modeling.

orderbook_simulator

A simple, extensible implementation of the limit order book.

pairs_trading_cryptocurrencies_strategy_catalyst

Pairs trading strategy example based on Catalyst

pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

pine-scripts

py-market-profile

A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.

pybotters

An advanced api client for python botters.

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

pysystemtrade

Systematic Trading in python

quantresearch

Quantitative analysis, strategies and backtests

r-quant-recipes

raydiumapyscraper

regime-detection

sample-market-maker

Sample BitMEX Market Making Bot

scavengerbot

The world’s most reliable leverage trading bot for cryptocurrency.