YieldXLabs / quantLinks
event-driven trading and backtesting engine
☆20Updated last year
Alternatives and similar repositories for quant
Users that are interested in quant are comparing it to the libraries listed below
Sorting:
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- Lightweight algo trading framework☆33Updated 2 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆32Updated 3 weeks ago
- Derive order flow from Tick and Trade data.☆33Updated 4 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Limit Order book and matching engine in Rust.☆56Updated 4 years ago
- Stock Exchange Engine written in Rust☆29Updated 4 years ago
- a cpp framework for crypto currentcy tick data backtesting☆18Updated 4 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆79Updated 3 years ago
- ☆33Updated 3 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 3 years ago
- Backtesting engine written in Rust☆75Updated 9 months ago
- Leveraged Futures Exchange for Simulated Trading☆76Updated 2 months ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆37Updated 5 years ago
- ☆38Updated 4 years ago
- Aggregate trade data into user-defined candles using information driven rules☆110Updated 5 months ago
- Limit Orderbook Replay/Analysis Library☆10Updated 7 years ago
- Orderflow trading bot based on BSI☆22Updated last year
- Cryptocurrency quant framework written in Rust.☆29Updated 5 years ago
- Repository for market making ideas☆43Updated last year
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Updated 2 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- 接入okcoin的数字货币行情，并在众安交易所做市☆23Updated 8 years ago
- ☆34Updated 5 years ago
- Trading with ML on binance microstructure market data☆15Updated 2 years ago
- Asynchronous driven quantitative trading framework.☆15Updated 2 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- ☆25Updated 10 years ago