Alternatives and similar repositories for quant

Users that are interested in quant are comparing it to the libraries listed below

• dineshpinto / orderbook-delta-bot
  A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.
  ☆78Updated 3 years ago
• day0market / geger
  Lightweight algo trading framework
  ☆33Updated 2 years ago
• JurajZelman / airl-market-making
  The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …
  ☆32Updated last month
• MathisWellmann / trade_aggregation-rs
  Aggregate trade data into user-defined candles using information driven rules
  ☆111Updated 6 months ago
• wcskkk375 / CryptoBacktest
  a cpp framework for crypto currentcy tick data backtesting
  ☆18Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• jshellen / statarb
  ☆39Updated 4 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆38Updated 5 years ago
• ZhangMian-CentraleSupelec / High-Frequency-Data-and-Limit-Order-Book
  ☆33Updated 3 years ago
• andrewlfc7 / BFX-BSI
  Orderflow trading bot based on BSI
  ☆22Updated last year
• pe049395 / Market-Making
  Repository for market making ideas
  ☆43Updated last year
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆73Updated 7 years ago
• ccyanxyz / rsquant
  Cryptocurrency quant framework written in Rust.
  ☆29Updated 5 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆33Updated 4 years ago
• chessbr / rust-exchange
  Stock Exchange Engine written in Rust
  ☆30Updated 4 years ago
• brucify / orderly
  A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream
  ☆80Updated 3 years ago
• cimourdain / estrade
  Backtest and run stock trading CFD strategies tick by tick
  ☆13Updated 4 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆29Updated 3 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆38Updated 5 years ago
• calumrussell / rotala
  Backtesting engine written in Rust
  ☆75Updated 10 months ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 4 years ago
• kostyafarber / crypto-lob-data-pipeline
  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
• TechieBoy / rust-orderbook
  Limit Order book and matching engine in Rust.
  ☆56Updated 4 years ago
• BurnOutTrader / fund-forge
  An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…
  ☆69Updated 4 months ago
• gsalaz98 / cinnamon_roll
  Limit Orderbook Replay/Analysis Library
  ☆10Updated 7 years ago
• suixinio / marketMaker
  接入okcoin的数字货币行情，并在众安交易所做市
  ☆23Updated 8 years ago
• bellyfat / mm-algo-prototype
  Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.
  ☆21Updated 4 years ago
• staccDOTsol / DeribitMarketMaker2
  ☆34Updated 5 years ago
• fourth-descender / HFT-Model
  Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context
  ☆23Updated 11 months ago
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆19Updated last year