Alternatives and similar repositories for EventDrivenPlatform

Users that are interested in EventDrivenPlatform are comparing it to the libraries listed below

• Macfly / HFTSimulator
  ☆28Updated 10 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• cltwski / OrderBookSimulatorWithOpenCL
  This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…
  ☆26Updated 12 years ago
• jarthod / backtest
  A simple & fast bitcoin trading strategy backtesting solution.
  ☆14Updated 9 years ago
• drewstone / gym-trading
  Reinforcement learning environment for trading
  ☆15Updated 7 years ago
• ragoragino / limit-order-book
  Limit order book model with Poissonian order flow.
  ☆10Updated 7 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 14 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆89Updated 11 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• jkillingsworth / mm-glosten-milgrom
  A study of the Glosten and Milgrom model for market making
  ☆16Updated 9 years ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 years ago
• paps / Open-Trading
  Open source Forex trading.
  ☆31Updated 8 years ago
• fiquant / marketsimulator
  The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…
  ☆66Updated 10 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆41Updated 6 years ago
• stevegee58 / JohansenCointegration
  A C++ implementation of the Johansen Cointegration test
  ☆21Updated 2 years ago
• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆16Updated last year
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 7 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆32Updated 10 years ago
• PortfolioEffect / PE-HFT-Matlab
  MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization
  ☆30Updated 9 years ago
• AntonVonGolub / Code
  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
  ☆115Updated 7 years ago
• sbenzev / hft
  high-frequency trading
  ☆60Updated 12 years ago
• junosan / Sibyl
  Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
  ☆42Updated 8 years ago
• chuvpilo / OrderBook
  Order Book Implementation
  ☆26Updated 12 years ago
• DrAshBooth / HFTrader
  HFTrader is fully automated high frequency trading system
  ☆96Updated 12 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 9 years ago
• ngriere / High-Frequency-Data-Order-Book-Analyser
  If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …
  ☆34Updated 10 years ago
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆29Updated 4 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆75Updated 8 years ago