hangukquant / disruptor_cppLinks
lightweight LMAX disruptor v3 port in C++20
☆28Updated last week
Alternatives and similar repositories for disruptor_cpp
Users that are interested in disruptor_cpp are comparing it to the libraries listed below
Sorting:
- ☆36Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated last year
- Orderflow trading bot based on BSI☆19Updated last year
- A Practical Guide to a Simple Data Stack.☆40Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- Algorithmic trading strategies research and execution platform☆25Updated 3 weeks ago
- ☆117Updated 7 years ago
- ☆65Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- ☆47Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆67Updated 5 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…☆71Updated 7 years ago
- Repository for market making ideas☆43Updated last year
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Updated 4 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- ☆21Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- ☆35Updated 10 months ago
- ☆28Updated 3 years ago
- Market Making in Python☆17Updated last year
- Market making strategy example☆28Updated 4 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆20Updated 2 years ago
- ☆35Updated last year
- Personal Project that implements a variety of HFT strategies in C++