Alternatives and similar repositories for Quant-Strategies-HFT

Users that are interested in Quant-Strategies-HFT are comparing it to the libraries listed below

• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆36Updated 4 years ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 9 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆44Updated 7 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆30Updated 11 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆74Updated 3 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• 0b01 / recurrent-autoencoder
  archiving old code
  ☆26Updated 7 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆58Updated 6 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆107Updated 6 years ago
• bakalex / autohedger
  Paper: https://arxiv.org/pdf/2008.12275.pdf
  ☆26Updated 4 years ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆25Updated 3 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 7 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆69Updated 6 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 5 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆47Updated 5 years ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆36Updated 4 months ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆40Updated 2 years ago
• inmyth / akka-integrated-mmm
  An automated grid/ping-pong market-making bot for various exchanges.
  ☆11Updated 6 years ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆51Updated 5 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆14Updated 7 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆106Updated 9 years ago
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 6 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• fiquant / marketsimulator
  The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…
  ☆65Updated 10 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆92Updated 4 years ago