Personal Project that implements a variety of HFT strategies in C++
☆77Apr 29, 2021Updated 5 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☆30Jan 4, 2023Updated 3 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 9 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆38Nov 3, 2021Updated 4 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆153May 6, 2023Updated 3 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆31Aug 7, 2022Updated 4 years ago
- Phd repo☆18Jul 14, 2022Updated 4 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆42Jan 3, 2021Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 3 years ago
- 非平衡订单流高频交易模型☆114Nov 6, 2018Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆727Jul 6, 2023Updated 3 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"☆29Apr 5, 2021Updated 5 years ago
- High frequency trading bot for crypto currencies☆433Feb 7, 2022Updated 4 years ago
- High Frequency Market Making: Optimal Quoting☆18Mar 20, 2023Updated 3 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆124May 20, 2024Updated 2 years ago
- Repository for market making ideas☆44Apr 26, 2024Updated 2 years ago
- High Frequency Market Making☆647Sep 24, 2023Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Analysis of High Frequency Trading on Bitcoin exchanges☆175Aug 21, 2017Updated 9 years ago
- Event-driven backtesting engine written in C++☆13Sep 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…☆323Dec 4, 2023Updated 2 years ago
- High frequency factors based on order and trade data.☆76Dec 16, 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.☆277Apr 12, 2022Updated 4 years ago
- ☆16Jun 28, 2022Updated 4 years ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆23Feb 20, 2025Updated last year
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 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.
- A collection of homeworks of market microstructure models.☆295May 4, 2018Updated 8 years ago
- 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…☆57Dec 22, 2020Updated 5 years ago
- Option Strategy for Futures☆20Jul 29, 2020Updated 6 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆515Updated this week
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆211Mar 1, 2026Updated 6 months ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 5 years ago
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆13Mar 5, 2022Updated 4 years ago