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1sol-protocol

An innovative Cross-Chain DeFi Aggregator on SOLANA and more

afml

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

avellaneda-stoikov-implementation

An implementation of Avellaneda-Stoikov market making model after reading the seminal paper

awesome-mev-resources

Get up to speed on Maximum Extractable Value

capmarket

changefinder

crypto-arbitrage-framework

A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

eigenportfolios

In this project, we will explore the usage of Principal Component Analysis to model market behavior within an industry. Furthermore, we will explore the interpretation of top eigenvectors as portfolios to create trading strategies.

gdax-bot

HFT signals on GDAX

hummingbot

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

j-quants-tutorial

J-Quants-Tutorial

jquants-forum

machine-learning-for-trading

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

mango-money-multiplier

It's a baby bot, soon will do more & onchain at that

mastering-python-for-finance-source-codes

Accompanying source codes for my book 'Mastering Python for Finance'.

mev-data-solana

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.

mth9879-market-microstructure-models

A collection of homeworks of market microstructure models.

notepads

A modern, lightweight text editor with a minimalist design.

opensignals

order-imbalance

Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform

orderimbalance

Order Imbalance Strategy in High Frequency Trading

pairs-trading-with-ml

python-cgi-explorer-scripts

sample-market-maker

Sample BitMEX Market Making Bot

signate-fundamentals-challange-1st-place

the first place solution of JPX fundamentals analysis challenge

solana-intro-frontend

solana-jupiter-bot

ARB Protocol | Automated arbitrage bot using Jupiter

solana-ping-frontend