camandrewz / CamCapitalLinks
Personal Project that implements a variety of HFT strategies in C++
☆73Updated 4 years ago
Alternatives and similar repositories for CamCapital
Users that are interested in CamCapital are comparing it to the libraries listed below
Sorting:
- Cross Exchange/Hedged market making Trading Bot in C++☆152Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆85Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆131Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆148Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆138Updated 7 years ago
- algo trading backtesting on BitMEX☆80Updated last year
- An asynchronous low-latency trading system☆54Updated last year
- ☆117Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆170Updated 5 years ago
- real high-frequency-trading system based on c++☆95Updated 6 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆247Updated 2 weeks 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…☆71Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆215Updated 2 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- 非平衡订单流高频交易模型☆111Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- High-frequency statistical arbitrage☆212Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆109Updated last year
- ☆27Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆77Updated 7 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆50Updated 4 months ago
- Repository for market making ideas☆42Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- ☆127Updated 3 years ago
- A curated list of Quantitative Finance papers.☆66Updated 7 months ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆233Updated 3 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆142Updated 5 years ago