☆1,150Sep 17, 2025Updated 5 months ago
Alternatives and similar repositories for imperial_hft
Users that are interested in imperial_hft are comparing it to the libraries listed below
Sorting:
- Building Low Latency Applications with CPP by Packt Publishing☆633Mar 2, 2026Updated last week
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆553Sep 20, 2022Updated 3 years ago
- Yet another HFT framework☆51Feb 19, 2026Updated 2 weeks ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆192Mar 1, 2026Updated last week
- High Frequency Market Making☆613Sep 24, 2023Updated 2 years ago
- An asynchronous low-latency trading system☆62Mar 30, 2024Updated last year
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆998Feb 27, 2026Updated last week
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆3,756Dec 23, 2025Updated 2 months ago
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,086Mar 2, 2026Updated last week
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,323Nov 13, 2024Updated last year
- A collection of homeworks of market microstructure models.☆280May 4, 2018Updated 7 years ago
- High-frequency statistical arbitrage☆247Jul 30, 2023Updated 2 years ago
- Port of LMAX Disruptor to C++☆462Aug 2, 2022Updated 3 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆218May 31, 2024Updated last year
- Algorithmic trading strategies research and execution platform☆60Updated this week
- Fast implementation of an ITCH order book☆407Jun 22, 2022Updated 3 years ago
- toolbox of fast mm-related funcs☆229Feb 20, 2026Updated 2 weeks ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆649Jul 6, 2023Updated 2 years ago
- A fast, and efficient trade matching engine built in C++ utilizing Chrono, BOOST, and STL libraries☆15Aug 24, 2023Updated 2 years ago
- ☆168Apr 19, 2024Updated last year
- A multi-factor equity risk model for quantitative trading.☆909Aug 16, 2024Updated last year
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆282Apr 7, 2024Updated last year
- C++ interfaces used to communicate with Roq's market gateways.☆500Feb 25, 2026Updated last week
- High frequency trading bot for crypto currencies☆424Feb 7, 2022Updated 4 years ago
- Nasdaq Order Book Reconstructor☆268Oct 22, 2021Updated 4 years ago
- ☆38Aug 2, 2021Updated 4 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,228Aug 27, 2022Updated 3 years ago
- simple crypto market maker☆597Feb 3, 2026Updated last month
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆1,983Updated this week
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆711Updated this week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆288Feb 26, 2026Updated last week
- ☆38Nov 30, 2022Updated 3 years ago
- STL-compliant stable vector container☆33Oct 21, 2018Updated 7 years ago
- Orderflow trading bot based on BSI☆22Aug 14, 2024Updated last year
- The QuantLib C++ library☆6,824Updated this week
- Easy-to-use Python SBE decoder and encoder☆22Dec 20, 2024Updated last year
- Low latency lock free SPSC, SPMC, MPMC Queue and Stack. Fast SpinLock, SeqLock☆10Feb 5, 2024Updated 2 years ago
- ☆56Apr 10, 2021Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 2 years ago