https://github.com/nkaz001/market-making-backtest
algo trading backtesting on BitMEX
https://github.com/nkaz001/market-making-backtest
algorithm-trading algotrading backtest backtester-python backtesting backtesting-trading-strategies bitcoin bitcoin-trading-bot bitcoin-trading-bots market-maker market-making optimization trading trading-algorithms trading-bot
Last synced: 9 months ago
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algo trading backtesting on BitMEX
- Host: GitHub
- URL: https://github.com/nkaz001/market-making-backtest
- Owner: nkaz001
- Created: 2020-12-25T03:24:58.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2023-12-04T14:51:09.000Z (over 2 years ago)
- Last Synced: 2025-08-22T06:09:05.877Z (9 months ago)
- Topics: algorithm-trading, algotrading, backtest, backtester-python, backtesting, backtesting-trading-strategies, bitcoin, bitcoin-trading-bot, bitcoin-trading-bots, market-maker, market-making, optimization, trading, trading-algorithms, trading-bot
- Language: Jupyter Notebook
- Homepage:
- Size: 15 MB
- Stars: 80
- Watchers: 3
- Forks: 28
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# Project moved to https://github.com/nkaz001/hftbacktest
# Algorithmic trading backtests
## References
### Core Ideas
https://ieor.columbia.edu/files/seasdepts/industrial-engineering-operations-research/pdf-files/Borden_D_FESeminar_Sp10.pdf (page 5)
https://www.reddit.com/r/algotrading/comments/6q8dp6/market_making_theory_and_application_readings/
https://www.reddit.com/r/algotrading/comments/k4x9ft/we_all_know_moving_average_crossovers_are_crap/gec6xji
### Etc
https://www.reddit.com/r/algotrading/comments/ivi8sc/brief_guide_on_researching_strategies_and/
https://miltonfmr.com/how-to-develop-test-and-optimize-a-trading-strategy-complete-guide/
https://www.reddit.com/r/quant/comments/kmdnty/open_source_hft_market_maker_bot_for_crypto (Lehalle)
https://www.reddit.com/r/algotrading/comments/ljrexf/forward_testing_bitcoin_strategy_based_on/
https://github.com/hello2all/gamma-ray
### BitMEX
https://blog.bitmex.com/how-to-market-make-bitcoin-derivatives-lesson-2/
https://github.com/BitMEX/sample-market-maker
## Implementation
https://github.com/nkaz001/sample-market-maker
## Data
### Crypto
https://www.tardis.dev
https://www.kaiko.com
### Futures Exchanges
http://db-ec.jpx.co.jp/category/C440/
https://www.hkex.com.hk/eng/ods/historicalData.aspx
https://datamine.cmegroup.com/#/datasets/cme.mbo
### Vendors
https://www.algoseek.com
https://www.dxfeed.com
http://www.tickdatamarket.com