cltwski / OrderBookSimulatorWithOpenCL
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.
☆25Updated 11 years ago
Alternatives and similar repositories for OrderBookSimulatorWithOpenCL:
Users that are interested in OrderBookSimulatorWithOpenCL are comparing it to the libraries listed below
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 8 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆66Updated 8 years ago
- ☆28Updated 9 years ago
- A study of the Glosten and Milgrom model for market making☆16Updated 9 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆84Updated 11 years ago
- high-frequency trading☆58Updated 12 years ago
- ☆11Updated 9 years ago
- The strategy-backtesting repository will hold the event driven python backtester. This program will test algorithmic strategies and pro…☆17Updated 9 years ago
- Quantitative Trading Library☆28Updated 8 years ago
- a new simulator for statistical arbitrage☆14Updated 9 years ago
- Order Book Implementation☆25Updated 12 years ago
- ☆16Updated 4 years ago
- ☆11Updated 9 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 7 years ago
- A C++ Library for Strategy Backtesting☆21Updated 12 years ago
- C++ trading client with Qt gui☆40Updated 10 years ago
- ☆36Updated 4 years ago
- HFTrader is fully automated high frequency trading system☆92Updated 12 years ago
- MATLAB toolbox for high frequency portfolio analysis, intraday backtesting and optimization☆29Updated 9 years ago
- Marketmaker trading strategy☆26Updated 8 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 13 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- quant++: A C++ quantitative trading framework.☆22Updated 12 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- A C++ implementation of the Johansen Cointegration test☆21Updated 2 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 6 years ago