Macfly / HFTSimulator
☆27Updated 9 years ago
Related projects ⓘ
Alternatives and complementary repositories for HFTSimulator
- thOth is an open-source high frequency trading library in C++☆30Updated 9 years ago
- 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
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- Quantitative Trading Library☆27Updated 8 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆27Updated 3 years ago
- high-frequency trading☆58Updated 12 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆84Updated 11 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆20Updated 6 years ago
- High-throughput / low-latency C++ application framework☆63Updated 2 years ago
- ☆34Updated 4 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- Tick-to-trade latency benchmark sources☆15Updated 7 years ago
- C++ trading client with Qt gui☆40Updated 9 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆41Updated 7 years ago
- A c++ matching engine with limit order book☆31Updated 9 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆27Updated 2 weeks ago
- C++ Trading Algorithm Backtest Environment☆85Updated 6 years ago
- general purpose backtesting platform, prevents look-ahead bias☆30Updated 13 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆37Updated last month
- Helix, a market data feed handler for C and C++.☆111Updated 7 years ago
- Backtesting tool on tick data☆10Updated 7 years ago
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 6 years ago
- Basic event driven platform for backtesting financial strategies in C++☆13Updated 9 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆62Updated 9 years ago
- Pairs Trading Strategy Implementation in C++☆19Updated 7 years ago
- A study of the Glosten and Milgrom model for market making☆17Updated 9 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆36Updated 6 years ago
- Open source Forex trading.☆32Updated 7 years ago