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Building systems from scratch
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Building systems from scratch
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@Stealth-Market-Microstructure-Group

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  1. Stealth-Market-Microstructure-Group/nasdaq-itch-hot-potato-simulation Stealth-Market-Microstructure-Group/nasdaq-itch-hot-potato-simulation Public

    Market microstructure simulation of agent-based order flow using NASDAQ ITCH data, demonstrating inventory-driven “hot potato” transfer at the same price level.

    Python 3

  2. Stealth-Market-Microstructure-Group/dma-screen-imbalance-extraction Stealth-Market-Microstructure-Group/dma-screen-imbalance-extraction Public

    Research tool for extracting order-flow imbalance signals from DMA trading screens. Combines static Level-2 liquidity and dynamic Time & Sales flow to infer market participant intent using OCR-base…

    Python 2