Repo for HFT project in CMF
☆28Jan 4, 2023Updated 3 years ago
Alternatives and similar repositories for HFT
Users that are interested in HFT are comparing it to the libraries listed below
Sorting:
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆10Apr 12, 2023Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- ☆38Aug 2, 2021Updated 4 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 4 years ago
- ☆15Apr 6, 2022Updated 3 years ago
- ☆29Aug 7, 2022Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- ☆127Dec 12, 2017Updated 8 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆76Apr 29, 2021Updated 4 years ago
- Algorithmic trading strategies research and execution platform☆59Feb 26, 2026Updated last week
- Calibrates microprice model to BitMEX quote data☆63Jul 1, 2021Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆38Mar 30, 2024Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆107Jul 26, 2024Updated last year
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆314Dec 4, 2023Updated 2 years ago
- high-frequency grid trading strategy backtesting for binance futures☆25Oct 13, 2022Updated 3 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago
- Market making strategy example☆27Feb 26, 2021Updated 5 years ago
- High Frequency Trading Strategies☆50Aug 14, 2017Updated 8 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆148Dec 28, 2019Updated 6 years ago
- High Frequency Market Making☆613Sep 24, 2023Updated 2 years ago
- ☆55Apr 10, 2021Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Nov 3, 2021Updated 4 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
- Quantized transaction strategy open source☆39Jan 4, 2020Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆169Aug 21, 2017Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆115May 20, 2024Updated last year
- ☆24Jan 26, 2020Updated 6 years ago
- Microprice estimator for pretrade data☆14Nov 19, 2024Updated last year
- Example of order book modeling.☆57Jun 18, 2019Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago