galeone / openatLinks
OpenAT: Open Source Algorithmic Trading Library
☆75Updated 5 years ago
Alternatives and similar repositories for openat
Users that are interested in openat are comparing it to the libraries listed below
Sorting:
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆90Updated 7 years ago
- Bitstamp real time console based limit order book☆131Updated 2 months ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 14 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆115Updated 7 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆156Updated 6 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Neural Network for HFT-trading [experimental]☆87Updated 4 years ago
- Algo execution engine☆93Updated 9 years ago
- obAnalytics Shiny front-end☆75Updated 7 years ago
- C++23 examples.☆164Updated 2 weeks ago
- HFTrader is fully automated high frequency trading system☆94Updated 12 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 8 years ago
- 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
- DEPRECATED Sample trading strategies for the former Python toolbox. Check new repo at: https://github.com/quantiacs☆50Updated 6 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- application of the bellman ford shortest paths algorithm to find arbitrage cycles in currency exchange rates☆32Updated 12 years ago
- Deep Q-Learning for Market Making☆125Updated 7 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Order Book Implementation☆25Updated 12 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Quotek is an open source algotrading platform, written in C++.☆11Updated 4 years ago
- Trading framework☆77Updated 2 years ago
- 590 days of trade ticks on BTC/ETH/LTC/NEO to USDT☆91Updated 4 years ago
- Machine learning end-to-end research and trade execution☆97Updated 4 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- high-frequency trading☆60Updated 12 years ago
- C++ trading and matching engine☆138Updated 7 years ago