Alternatives and similar repositories for HFTSimulator

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

• 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…
  ☆25Updated 12 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆30Updated 12 years ago
• bgn9000 / Cpp1y-OrderBook
  ☆38Updated 5 years ago
• sbenzev / hft
  high-frequency trading
  ☆60Updated 12 years ago
• algosenses / xBacktest
  C++ backtesting system for trading strategies (Chinese future market)
  ☆21Updated 6 years ago
• AlexPetit12 / EventDrivenPlatform
  Basic event driven platform for backtesting financial strategies in C++
  ☆14Updated 9 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆88Updated 11 years ago
• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆16Updated last year
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 4 years ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆41Updated 10 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆32Updated 10 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 13 years ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 9 years ago
• junosan / Sibyl
  Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
  ☆42Updated 8 years ago
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆29Updated 4 years ago
• paps / Open-Trading
  Open source Forex trading.
  ☆31Updated 8 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆68Updated 2 years ago
• dendisuhubdy / liquibook
  Liquibook Implementation of Order Book with the CMake build system
  ☆14Updated 6 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆88Updated 6 years ago
• jkillingsworth / mm-glosten-milgrom
  A study of the Glosten and Milgrom model for market making
  ☆16Updated 9 years ago
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆116Updated 7 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• zyli5313 / matching
  A c++ matching engine with limit order book
  ☆35Updated 10 years ago
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…
  ☆49Updated 4 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated 3 weeks ago
• englianhu / Quant-Strategies-HFT
  source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
  ☆37Updated 6 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆94Updated 7 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆29Updated 3 months ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆27Updated 3 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