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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Nov 3, 2021Updated 4 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 8 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- ☆29Aug 7, 2022Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆151Dec 28, 2019Updated 6 years ago
- High Frequency Market Making: Optimal Quoting☆16Mar 20, 2023Updated 3 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
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- 非平衡订单流高频交易模型☆114Nov 6, 2018Updated 7 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆150Jun 12, 2024Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆658Jul 6, 2023Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 4 years ago
- High frequency trading bot for crypto currencies☆424Feb 7, 2022Updated 4 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆117May 20, 2024Updated last year
- Repository for market making ideas☆43Apr 26, 2024Updated last year
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- High Frequency Market Making☆618Sep 24, 2023Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Aug 21, 2017Updated 8 years ago
- real high-frequency-trading system based on c++☆120Apr 5, 2019Updated 6 years ago
- Event-driven backtesting engine written in C++☆11Sep 17, 2024Updated last year
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆314Dec 4, 2023Updated 2 years ago
- High frequency factors based on order and trade data.☆71Dec 16, 2023Updated 2 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆256Apr 12, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆23Feb 20, 2025Updated last year
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆54Dec 22, 2020Updated 5 years ago
- A collection of homeworks of market microstructure models.☆282May 4, 2018Updated 7 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆194Mar 1, 2026Updated 3 weeks ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆502Mar 10, 2026Updated 2 weeks ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago