engineswap / orderbookLinks
☆32Updated 8 months ago
Alternatives and similar repositories for orderbook
Users that are interested in orderbook are comparing it to the libraries listed below
Sorting:
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆250Updated last year
- ☆163Updated last year
- C++ implementation of options pricing models☆76Updated 8 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆124Updated last year
- ☆60Updated last year
- C++ low-latency in-memory order book☆92Updated 12 years ago
- A C++ and Python implementation of the limit order book.☆291Updated 5 years ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- real high-frequency-trading system based on c++☆114Updated 6 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆38Updated 12 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆621Updated last month
- Implementation of a orderbook data structure for LOB research capabilities.☆159Updated last year
- Nasdaq Order Book Reconstructor☆262Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆280Updated this week
- Building Low Latency Applications with CPP by Packt Publishing☆586Updated 7 months ago
- The official C++ client library for Databento☆59Updated last week
- ☆59Updated 5 months ago
- A collection of homeworks of market microstructure models.☆271Updated 7 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆245Updated 10 months ago
- toolbox of fast mm-related funcs☆221Updated last month
- algorithmic trading using machine learning☆153Updated 2 months ago
- A C++ stock market algorithmic trading bot☆275Updated 7 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆347Updated last month
- Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathemat…☆76Updated last year
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆614Updated last year
- ☆112Updated last month
- Top training materials in quantitative finance☆562Updated 3 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆471Updated 3 weeks ago
- High Frequency Market Making☆604Updated 2 years ago
- A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.☆70Updated 6 months ago