Naseefabu / HFTBOT
Cross Exchange/Hedged market making Trading Bot in C++
☆136Updated last year
Alternatives and similar repositories for HFTBOT:
Users that are interested in HFTBOT are comparing it to the libraries listed below
- Personal Project that implements a variety of HFT strategies in C++☆70Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆103Updated last year
- An asynchronous low-latency trading system☆37Updated 10 months ago
- real high-frequency-trading system based on c++☆64Updated 5 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆66Updated last year
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆152Updated 5 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆222Updated 8 months ago
- Order Imbalance Strategy in High Frequency Trading☆128Updated 6 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆136Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆139Updated 10 months ago
- C++ examples.☆161Updated this week
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆175Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆99Updated 6 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- ☆108Updated 7 years ago
- Repository for market making ideas☆38Updated 9 months ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆72Updated 9 months ago
- High-frequency statistical arbitrage☆162Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆67Updated 6 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆65Updated 4 years ago
- toolbox of fast mm-related funcs☆154Updated this week
- 非平衡订单流高频交易模型☆104Updated 6 years ago
- A C++ and Python implementation of the limit order book.☆253Updated 4 years ago
- A curated list of Quantitative Finance papers.☆43Updated 2 weeks ago
- OrderBook Simulator with Limit and Iceberg functionality☆73Updated 5 years ago
- Load, build and visualize volatility analytics from Deribit.☆22Updated last year
- High frequency trading bot for crypto currencies☆377Updated 2 years ago
- Binance cash-and-carry arbitrage bot☆70Updated 2 years ago
- Visualization Tool for Deribit Options☆78Updated 4 years ago