High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies
☆137May 3, 2024Updated 2 years ago
Alternatives and similar repositories for PythonMatchingEngine
Users that are interested in PythonMatchingEngine are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29May 1, 2022Updated 4 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- A very light matching engine in Python.☆357Jan 2, 2022Updated 4 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 9 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Oct 27, 2019Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 5 years ago
- Matching Engine for Limit Order Book☆415Feb 4, 2026Updated 8 months ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆24Aug 25, 2019Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆118Oct 13, 2013Updated 13 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 7 years ago
- Legacy research experiment (2021): SAC autohedging / market-making environment. Paper-backed GPU training, not a current flagship.☆10Aug 23, 2026Updated 2 months ago
- ☆10Mar 28, 2022Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆309Updated this week
- OrderBook Simulator with Limit and Iceberg functionality☆84Mar 20, 2019Updated 7 years ago
- ☆20Sep 18, 2020Updated 6 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆98Mar 12, 2021Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 4 years ago
- A collection of homeworks of market microstructure models.☆304Sep 26, 2026Updated last month
- 众人的因子回测框架 stock factor test☆30Apr 18, 2026Updated 6 months ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Sep 25, 2026Updated last month
- High Frequency Trading☆113Jun 10, 2018Updated 8 years ago
- Deep Q-Learning Auto Market Maker☆13Jun 12, 2021Updated 5 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 9 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- High Frequency Market Making☆649Sep 24, 2023Updated 3 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆179Jan 9, 2026Updated 9 months ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆226Mar 23, 2021Updated 5 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆104Apr 30, 2026Updated 6 months ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆88Aug 21, 2018Updated 8 years ago