evankirkiles / backtest-environment
C++ Trading Algorithm Backtest Environment
☆88Updated 6 years ago
Alternatives and similar repositories for backtest-environment:
Users that are interested in backtest-environment are comparing it to the libraries listed below
- C++ implementation of options pricing models☆77Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Nasdaq Order Book Reconstructor☆244Updated 3 years ago
- real high-frequency-trading system based on c++☆77Updated 6 years ago
- C++ examples.☆162Updated last week
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆112Updated 2 years ago
- C++ trading client with Qt gui☆41Updated 10 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Updated 7 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆32Updated 11 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- C++ low-latency in-memory order book☆89Updated 11 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆145Updated 2 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆13Updated 9 months ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆158Updated 5 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆141Updated 4 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆67Updated 8 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆49Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆90Updated 2 years ago
- Order Imbalance Strategy in High Frequency Trading☆129Updated 6 years ago
- An event-driven backtester☆107Updated 5 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆62Updated 4 years ago