Alternatives and similar repositories for disruptor_cpp

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

• jshellen / statarb
  ☆37Updated 4 years ago
• andrewlfc7 / BFX-BSI
  Orderflow trading bot based on BSI
  ☆22Updated last year
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆39Updated last year
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• layoups / microstructure-and-liquidity
  ☆21Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆27Updated last year
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆21Updated 3 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• IlluvatarEru / ElectronicMarkets
  ☆49Updated 7 years ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆27Updated 4 years ago
• Peropero0 / quantitative_finance_playground
  ☆65Updated 11 months ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆54Updated 3 years ago
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• adamkhakhar / lp-delta-hedge
  ☆69Updated 3 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆59Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆27Updated 4 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆69Updated last year
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆59Updated 3 weeks ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆60Updated 4 years ago
• ericbudish / HFT-Races
  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …
  ☆48Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆122Updated 8 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆122Updated last year
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆43Updated 5 years ago
• Jincheng-Gong / wing_model
  ORC wing model calibrator and simulator.
  ☆11Updated last year
• koteyevlev / MarketMakingMLAlgo
  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
• alexbotsula / Price_direction_forecast
  ☆49Updated 6 years ago