YieldXLabs / quantLinks
event-driven trading and backtesting engine
☆20Updated 11 months ago
Alternatives and similar repositories for quant
Users that are interested in quant are comparing it to the libraries listed below
Sorting:
- Lightweight algo trading framework☆34Updated 2 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆76Updated 2 years ago
- A native desktop charting platform for crypto markets☆191Updated this week
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆27Updated 11 months ago
- Leveraged Futures Exchange for Simulated Trading☆72Updated last week
- ☆38Updated 4 years ago
- Limit Order book and matching engine in Rust.☆53Updated 3 years ago
- a cpp framework for crypto currentcy tick data backtesting☆17Updated 4 years ago
- Aggregate trade data into user-defined candles using information driven rules☆107Updated 3 months ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- Backtest and run stock trading CFD strategies tick by tick☆14Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- ☆29Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆77Updated 3 years ago
- Asynchronous driven quantitative trading framework.☆15Updated 2 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 11 months ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆64Updated last month
- Cryptocurrency quant framework written in Rust.☆30Updated 5 years ago
- ☆36Updated 11 months ago
- A quanting demo for cryptocurrency based on Rust.☆12Updated last year
- Repository for market making ideas☆43Updated last year
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- 接入okcoin的数字货币行情,并在众安交易所做市☆23Updated 7 years ago
- Orderflow trading bot based on BSI☆20Updated last year
- Package to build risk model for factor pricing model☆27Updated last year
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Updated 3 years ago
- Stock Exchange Engine written in Rust☆29Updated 3 years ago
- High Performance Runtime in Rust☆129Updated 7 months ago