hangukquant / disruptor_cppLinks
lightweight LMAX disruptor v3 port in C++20
☆34Updated 3 months ago
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
- ☆49Updated 7 years ago
- Repo for HFT project in CMF☆28Updated 3 years ago
- ☆123Updated 8 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 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
- Package to build risk model for factor pricing model☆28Updated last year
- ☆53Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Orderflow trading bot based on BSI☆22Updated last year
- Collection of Models related to market making☆17Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆21Updated 3 years ago
- ORC wing model calibrator and simulator.☆12Updated last year
- Calibrates microprice model to BitMEX quote data☆62Updated 4 years ago
- Personal Project that implements a variety of HFT strategies in C++☆75Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- Repository for market making ideas☆43Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- ☆49Updated 6 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆61Updated last month
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- Algorithmic trading strategies research and execution platform☆44Updated this week
- A Practical Guide to a Simple Data Stack.☆40Updated last year
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Build your own historical Limit Order Book dataset☆46Updated 4 years ago
- High Frequency Trading Strategies☆49Updated 8 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