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Search results for limit order book market microstructure

limit-order-book x

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5 search results found

Sgx Full Orderbook Tick Data Trading Strategy ⭐ 1,151

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Visualhft ⭐ 590

VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.

Gym Continuousdoubleauction ⭐ 87

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.

Limit order book (LOB) driven simultaneous time-series estimation in real-market-microstructure

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1-5 of 5 search results

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