algosenses / xBacktestLinks
C++ backtesting system for trading strategies (Chinese future market)
☆21Updated 7 years ago
Alternatives and similar repositories for xBacktest
Users that are interested in xBacktest are comparing it to the libraries listed below
Sorting:
- CTP期货数据收集与中转程序☆46Updated 7 years ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- ☆11Updated 7 years ago
- High Frequency Trading☆110Updated 7 years ago
- ctp 期货 穿透式版本☆30Updated 5 years ago
- ☆75Updated 7 years ago
- 高频交易系统结构☆17Updated 5 years ago
- Pairs Trading Strategy Implementation in C++☆20Updated 8 years ago
- A industrial high-performance High Frequency Trading System by C++11, support CTP, Femas and so on. 基于C++11开发的量化交易平台,可实现CTP、飞马等平台的高频交易策…☆82Updated 5 years ago
- Just another backtester☆22Updated 5 months ago
- Simple Market Simulator implementation for HFT stress testing☆31Updated 12 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- C++ examples.☆166Updated 3 weeks ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Nasdaq Order Book Reconstructor☆269Updated 4 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Updated 12 years ago
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆13Updated 5 years ago
- A C++ Library for Strategy Backtesting☆22Updated 13 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Updated 8 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 10 years ago
- Algorithmic Trading in C++☆42Updated 4 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆19Updated last month
- HFTrader is fully automated high frequency trading system☆97Updated 13 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago