hangukquant / disruptor_cppLinks
lightweight LMAX disruptor v3 port in C++20
☆32Updated last month
Alternatives and similar repositories for disruptor_cpp
Users that are interested in disruptor_cpp are comparing it to the libraries listed below
Sorting:
- ☆38Updated 4 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- A Practical Guide to a Simple Data Stack.☆41Updated last year
- Collection of Models related to market making☆17Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- Algorithmic trading strategies research and execution platform☆27Updated 2 months ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- Package to build risk model for factor pricing model☆27Updated last year
- Orderflow trading bot based on BSI☆20Updated last year
- ☆120Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆69Updated last year
- ORC wing model calibrator and simulator.☆10Updated last year
- Repository for market making ideas☆43Updated last year
- ☆29Updated 3 years ago
- Delta hedging under SABR model☆36Updated last year
- ☆53Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- ☆49Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Market making strategy example☆28Updated 4 years ago
- a cpp framework for crypto currentcy tick data backtesting☆17Updated 4 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆59Updated 3 weeks ago
- ☆60Updated 9 months ago
- algo trading backtesting on BitMEX☆82Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆87Updated 2 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago