This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' which will place orders on the market. The design will be as parallel as possible using OpenCL and a GPU to parallelise processing.
☆27May 30, 2013Updated 13 years ago
Alternatives and similar repositories for OrderBookSimulatorWithOpenCL
Users that are interested in OrderBookSimulatorWithOpenCL are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Basic event driven platform for backtesting financial strategies in C++☆13Jul 27, 2015Updated 11 years ago
- Stock trader based on CTP☆16Feb 22, 2014Updated 12 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆91Oct 24, 2013Updated 13 years ago
- async (boost.asio) library for backtesting☆30Jan 13, 2016Updated 10 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Jun 29, 2011Updated 15 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆27Apr 16, 2015Updated 11 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆15Jul 3, 2020Updated 6 years ago
- Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed b…☆10Sep 3, 2026Updated last month
- Automated trading strategies backtester☆48Nov 8, 2018Updated 7 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18May 21, 2013Updated 13 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- ☆11Mar 19, 2018Updated 8 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 10 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.
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 3 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Jun 9, 2013Updated 13 years ago
- R Factor Analysis with BAB and QMJ factors (Table 4) in the "Buffett's Alpha" paper