DJ824 / hft-backtesterLinks
orderbook based backtesting suite using MBO data from Databento
☆27Updated 3 weeks ago
Alternatives and similar repositories for hft-backtester
Users that are interested in hft-backtester are comparing it to the libraries listed below
Sorting:
- 📚 MesoSim's Strategy Library☆11Updated last year
- ☆56Updated last year
- ☆43Updated 11 months ago
- Framework for trading application on Interactive Brokers. Docker, kubernetes, terraform.☆34Updated 6 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆63Updated 2 years ago
- low latency, high throughput load balancer for real time stock market trade feed (using polygon.io websocket API)☆51Updated 2 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- Rust Market Simulation Library with a Python API☆22Updated last year
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆24Updated 2 years ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆116Updated last week
- A python library for testing and optimizing trading strategies.☆51Updated 11 months ago
- Hexital - Incremental Technical Analysis Library☆23Updated last month
- visualize financial microstructure 📈 & debug trading bots 🤖☆46Updated 2 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆77Updated 5 years ago
- Realtime Algorithmic Trading Using Deep Reinforcement Learning☆38Updated 5 months ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 9 years ago
- High-performance backtesting engine written in C++ for evaluating trading strategies restricted to a single trading pair (e.g. BTC/USD) a…☆47Updated 2 years ago
- Beginner friendly guide into the world of investing, quant data analysis and algorithmic trading.☆40Updated 2 years ago
- A python library for computing technical analysis indicators on streaming data.☆125Updated 3 months ago
- ☆22Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆31Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆151Updated 2 years ago
- AlgoTrading101 Interactive Brokers Course ib_insync☆20Updated 3 years ago
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆18Updated 9 months ago
- Collection of indicators that I used in my strategies.☆56Updated 4 months ago
- ☆21Updated 3 years ago
- Limit Order Book data analysis and modeling using LSTM network☆138Updated 6 years ago
- ☆115Updated 7 years ago