camandrewz / CamCapitalView external linksLinks
Personal Project that implements a variety of HFT strategies in C++
☆76Apr 29, 2021Updated 4 years ago
Alternatives and similar repositories for CamCapital
Users that are interested in CamCapital are comparing it to the libraries listed below
Sorting:
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Nov 3, 2021Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- ☆30Aug 7, 2022Updated 3 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- High Frequency Market Making: Optimal Quoting☆15Mar 20, 2023Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 8 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆147Dec 28, 2019Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- 非平衡订单流高频交易模型☆113Nov 6, 2018Updated 7 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆135Jun 12, 2024Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆641Jul 6, 2023Updated 2 years ago
- Repository for market making ideas☆43Apr 26, 2024Updated last year
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Feb 2, 2025Updated last year
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆23Feb 20, 2025Updated 11 months ago
- High frequency trading bot for crypto currencies☆425Feb 7, 2022Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115May 20, 2024Updated last year
- High Frequency Market Making☆611Sep 24, 2023Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Aug 21, 2017Updated 8 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆309Dec 4, 2023Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆253Apr 12, 2022Updated 3 years ago
- High frequency factors based on order and trade data.☆69Dec 16, 2023Updated 2 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago
- Market Making in Python☆19Apr 22, 2024Updated last year
- ☆16Jun 28, 2022Updated 3 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆287Feb 1, 2026Updated 2 weeks ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Sep 23, 2020Updated 5 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆106Jul 26, 2024Updated last year
- real high-frequency-trading system based on c++☆118Apr 5, 2019Updated 6 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆192Dec 3, 2025Updated 2 months ago