Alternatives and similar repositories for HFTSimulator:

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

• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆16Updated last year
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆29Updated 11 years ago
• algosenses / xBacktest
  C++ backtesting system for trading strategies (Chinese future market)
  ☆21Updated 6 years ago
• sbenzev / hft
  high-frequency trading
  ☆58Updated 12 years ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 8 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆29Updated last week
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆67Updated 2 years ago
• bgn9000 / Cpp1y-OrderBook
  ☆38Updated 5 years ago
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆114Updated 7 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆87Updated 11 years ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆74Updated 10 months ago
• paps / Open-Trading
  Open source Forex trading.
  ☆32Updated 8 years ago
• junosan / Sibyl
  Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
  ☆42Updated 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…
  ☆25Updated 11 years ago
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆29Updated 4 years ago
• AlexPetit12 / EventDrivenPlatform
  Basic event driven platform for backtesting financial strategies in C++
  ☆13Updated 9 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• zyli5313 / matching
  A c++ matching engine with limit order book
  ☆33Updated 9 years ago
• vincent212 / CME-Market-Data-Handler
  A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
  ☆44Updated 5 months ago
• englianhu / Quant-Strategies-HFT
  source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
  ☆36Updated 6 years ago
• phil8192 / ticker
  Basic set of utilities for streaming real time trade and limit order book event data
  ☆14Updated 2 years ago
• Richard-Rose / SubMicroTrading
  Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)
  ☆112Updated last year
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆161Updated 2 weeks ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆41Updated 6 years ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆40Updated 10 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 13 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆32Updated 9 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆21Updated last month
• fpganow / Itch
  Create and Parse NASDAQ Itch Messages in Python
  ☆14Updated 4 years ago