ProductPromotion
Logo

Kotlin

made by https://0x3d.site

GitHub - grinisrit/noa-atra: Analytics for Trading with NOA
Analytics for Trading with NOA. Contribute to grinisrit/noa-atra development by creating an account on GitHub.
Visit Site

GitHub - grinisrit/noa-atra: Analytics for Trading with NOA

GitHub - grinisrit/noa-atra: Analytics for Trading with NOA

Analytics for Trading using NOA

In this repository we present a few examples for trading analytics that leverage the nonlinear optimisation platform NOA and its experimental kotlin-jvm frontend within the KMath library.

Installation

To use kmath-noa, you will need first to build & publish the module locally.

For data storage, you have to install MongoDB. You can edit the configurations in the conf.yaml file.

High Frequency Trading in Cryptocurrency Markets

In this study, we explore the impact of High Frequency Trading on execution costs and liquidity for several Cryptocurrency exchanges.

You will find the data collection utilities within crypto-hft-data. To run the app you need to simply execute:

./gradlew -Dorg.gradle.java.home=/path/to/local/jdk -q :crypto-hft-data:run --args=/path/to/conf.yaml

You can configure it in conf.yaml to get the LOB data feed from the following exchanges and liquidity aggregators:

for any of the traded instruments available on the platforms.

Once you've collected a bit of data you can run the analysis with the models we provide in crypto-hft-analytics.

The module crypto-hft-visual provides the visualisation apps.

Acknowledgements

The following research has been carried out using our platform:

  • R. Grinis, A. Kislitsyn, I. Drozdov and K. Shulga Are Cryptocurrency Markets Running Behind the Fed? A Significant Shift in Crypto Markets Microstructure (October 20, 2021). Available at SSRN

We kindly acknowledge support from Finery Markets, GrinisRIT ltd. and JetBrains Research.

License

NOA-ATRA is licensed under the terms and conditions of the GNU General Public License (GPL) version 3 or - at your option - any later version. The GPL can be read online, or see the full LICENSE

Please note that NOA-ATRA license does NOT feature a template exception to the GNU General Public License. This means that you must publish any source code which uses any of the NOA-ATRA library functionality if you want to redistribute your program to third parties. If this is unacceptable to you, please contact us for a commercial license.

For support or consultancy services contact GrinisRIT.

(c) 2022 GrinisRIT ltd.

More Resources
to explore the angular.

mail [email protected] to add your project or resources here 🔥.

Related Articles
to learn about angular.

FAQ's
to learn more about Angular JS.

mail [email protected] to add more queries here 🔍.

More Sites
to check out once you're finished browsing here.

0x3d
https://www.0x3d.site/
0x3d is designed for aggregating information.
NodeJS
https://nodejs.0x3d.site/
NodeJS Online Directory
Cross Platform
https://cross-platform.0x3d.site/
Cross Platform Online Directory
Open Source
https://open-source.0x3d.site/
Open Source Online Directory
Analytics
https://analytics.0x3d.site/
Analytics Online Directory
JavaScript
https://javascript.0x3d.site/
JavaScript Online Directory
GoLang
https://golang.0x3d.site/
GoLang Online Directory
Python
https://python.0x3d.site/
Python Online Directory
Swift
https://swift.0x3d.site/
Swift Online Directory
Rust
https://rust.0x3d.site/
Rust Online Directory
Scala
https://scala.0x3d.site/
Scala Online Directory
Ruby
https://ruby.0x3d.site/
Ruby Online Directory
Clojure
https://clojure.0x3d.site/
Clojure Online Directory
Elixir
https://elixir.0x3d.site/
Elixir Online Directory
Elm
https://elm.0x3d.site/
Elm Online Directory
Lua
https://lua.0x3d.site/
Lua Online Directory
C Programming
https://c-programming.0x3d.site/
C Programming Online Directory
C++ Programming
https://cpp-programming.0x3d.site/
C++ Programming Online Directory
R Programming
https://r-programming.0x3d.site/
R Programming Online Directory
Perl
https://perl.0x3d.site/
Perl Online Directory
Java
https://java.0x3d.site/
Java Online Directory
Kotlin
https://kotlin.0x3d.site/
Kotlin Online Directory
PHP
https://php.0x3d.site/
PHP Online Directory
React JS
https://react.0x3d.site/
React JS Online Directory
Angular
https://angular.0x3d.site/
Angular JS Online Directory