Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context
☆24Feb 20, 2025Updated last year
Alternatives and similar repositories for HFT-Model
Users that are interested in HFT-Model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Yet another HFT framework☆53Apr 10, 2026Updated last month
- Using reinforcement learning to make markets in the high frequency trading setting.☆29Apr 8, 2025Updated last year
- Velocity-Vortex—a fast and efficient algorithmic trading engine for the financial markets! This project is built using C++, showcasing a…☆14Apr 19, 2026Updated last month
- Utility of RKNN C API of Rockchip RK3588 written in Rust.☆14Oct 9, 2025Updated 7 months ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆202Mar 1, 2026Updated 2 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆100May 19, 2023Updated 3 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- My Algorithmic trading bots and strategies for Quantitative and High-Frequency trading in FinTech☆13Apr 3, 2024Updated 2 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- Just set of functions to utilize YOLO v3, v4, v7 and v8 version with OpenCV's DNN module☆31Updated this week
- My Trading System - Quantified High-frequency Trading System☆15May 8, 2019Updated 7 years ago
- advanced high-performance matching engine for financial trading systems☆27Dec 11, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This high-frequency trading (HFT) bot is designed for low-latency trading in the EUR/USD currency pair. Utilizing advanced C++ techniques…☆14Jul 9, 2024Updated last year
- Optimal high-frequency market making strategy☆27Nov 24, 2024Updated last year
- Low latency lock free SPSC, SPMC, MPMC Queue and Stack. Fast SpinLock, SeqLock☆10Feb 5, 2024Updated 2 years ago
- Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swap…☆11Mar 31, 2023Updated 3 years ago
- Aggregate trade data into user-defined candles using information driven rules☆116Feb 5, 2026Updated 3 months ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆292May 11, 2026Updated 2 weeks ago
- ☆13May 21, 2019Updated 7 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- A Qt port of the peak detection algorithm demo from https://stackoverflow.com/a/22640362, with interactive parameters.☆11Jan 4, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Implementation of HFT backtesting simulator and Stoikov strategy☆148May 6, 2023Updated 3 years ago
- ☆13Sep 25, 2019Updated 6 years ago
- ☆131Dec 12, 2017Updated 8 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Market Making via Reinforcement Learning☆344Nov 4, 2019Updated 6 years ago
- Quantitave research and Engineering on various promisory strategies, existing quant problems and opportunities using Mathematics and Stat…☆24Apr 21, 2026Updated last month
- This Repository allows to super fast download historical ohlcv data from binance.☆12Nov 27, 2020Updated 5 years ago
- ☆19Jun 24, 2019Updated 6 years ago
- Find (filtered) local maxima.☆16Jan 16, 2024Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Matlab GUI to load, plot, analyze and filter real ECG signal and model your own ECG.☆16Nov 21, 2016Updated 9 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆96Oct 30, 2017Updated 8 years ago
- A Statistical Arbitrage Strategy to trade Cryptocurrency Pairs☆14Nov 6, 2020Updated 5 years ago
- 非常轻量级的websocket客户端，无第三方依赖库☆11Jan 18, 2022Updated 4 years ago
- Automate indexing files and pages from SharePoint into Azure AI Search☆11Jun 6, 2024Updated last year
- RTL implementation of the low latency ethernet modules for the NASDAQ HFT FPGA project.☆63Jan 10, 2024Updated 2 years ago
- Android Bionic Library (cyanogenmod)☆18Feb 25, 2010Updated 16 years ago