Alternatives and similar repositories for openat:

Users that are interested in openat are comparing it to the libraries listed below

• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 13 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆87Updated 11 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆29Updated 11 years ago
• jarthod / backtest
  A simple & fast bitcoin trading strategy backtesting solution.
  ☆13Updated 9 years ago
• phil8192 / ob-analytics
  R package intended for visualisation, analysis and reconstruction of limit order book data
  ☆152Updated 6 years ago
• galeone / openatd
  Cryptocurrency monitor and algorithmic trading bot
  ☆19Updated 4 years ago
• junosan / Sibyl
  Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
  ☆42Updated 7 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆74Updated 7 years ago
• ragoragino / avellaneda-stoikov
  Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…
  ☆89Updated 7 years ago
• bloq / cpptrade
  C++ trading and matching engine
  ☆137Updated 7 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆88Updated 6 years ago
• phil8192 / shiny-ob-analytics
  obAnalytics Shiny front-end
  ☆75Updated 6 years ago
• zyli5313 / matching
  A c++ matching engine with limit order book
  ☆33Updated 9 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆161Updated this week
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆138Updated 4 years ago
• romanmichaelpaolucci / Quant_Dev
  A solution to critical stages of algorithmic trading system development using Interactive Broker's Java API
  ☆57Updated 5 years ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 8 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆74Updated 3 years ago
• jkillingsworth / mm-glosten-milgrom
  A study of the Glosten and Milgrom model for market making
  ☆16Updated 9 years ago
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆40Updated 10 years ago
• dendisuhubdy / dark_pool
  Dark Pool
  ☆33Updated 5 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆67Updated 6 years ago
• tensaix2j / binacpp
  Binance C++ library
  ☆65Updated 3 years ago
• AntonVonGolub / Code
  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
  ☆115Updated 7 years ago
• joequant / algobroker
  Algo execution engine
  ☆91Updated 8 years ago
• phil8192 / limit-order-book
  Bitstamp real time console based limit order book
  ☆128Updated 2 years ago
• quantiacs-legacy / python-sample-strategies
  DEPRECATED Sample trading strategies for the former Python toolbox. Check new repo at: https://github.com/quantiacs
  ☆50Updated 6 years ago
• hroptatyr / clob
  Simple limit order book and matching engine.
  ☆30Updated 2 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆73Updated 3 years ago