DJ824 / hft-backtesterLinks
orderbook based backtesting suite using MBO data from Databento
☆25Updated 3 months ago
Alternatives and similar repositories for hft-backtester
Users that are interested in hft-backtester are comparing it to the libraries listed below
Sorting:
- ☆42Updated 9 months ago
- 📚 MesoSim's Strategy Library☆11Updated last year
- A Practical Guide to a Simple Data Stack.☆40Updated 9 months ago
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆46Updated last week
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆59Updated last year
- visualize financial microstructure 📈 & debug trading bots 🤖☆46Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Deep learning approach for market price prediction, in JAX☆38Updated last year
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- Realtime Algorithmic Trading Using Deep Reinforcement Learning☆38Updated 4 months ago
- Different quantitative trading models research☆52Updated 6 months ago
- ☆50Updated 4 years ago
- Visualize an order book using Perspective and the Gemini sandbox API.☆45Updated 3 years ago
- ☆33Updated 3 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆23Updated 2 years ago
- my talk for credit suisse☆38Updated this week
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆21Updated 6 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 7 years ago
- ☆56Updated last year
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆17Updated 8 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- A project of building and running a trading system according to service oriented architecture standard.☆15Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- ☆51Updated 5 months ago
- A python library for testing and optimizing trading strategies.☆49Updated 9 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- To classify trades into buyer- and seller-initiated.☆144Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆70Updated 2 years ago