hangukquant / disruptor_cppLinks
lightweight LMAX disruptor v3 port in C++20
☆26Updated 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:
- ☆35Updated 4 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated 10 months ago
- Orderflow trading bot based on BSI☆19Updated 11 months ago
- 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 2 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- Collection of Models related to market making☆18Updated 4 years ago
- ☆65Updated 2 years ago
- ☆48Updated 7 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆83Updated 2 years ago
- Algorithmic trading strategies research and execution platform☆22Updated this week
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- ☆21Updated 2 years ago
- Mid price estimation in LOB using Markov model☆12Updated 3 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- toolbox of fast mm-related funcs☆198Updated last week
- Sharing quantitative analyses on Crypto Lake data☆66Updated 11 months ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- Package to build risk model for factor pricing model☆28Updated last year
- An asynchronous low-latency trading system☆53Updated last year
- Repository for market making ideas☆42Updated last year
- ☆115Updated 7 years ago
- Documentation for hangukquant/quantpylib☆34Updated last month
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆54Updated this week
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- ☆46Updated 6 years ago
- Build your own historical Limit Order Book dataset☆41Updated 4 years ago
- ☆51Updated 4 years ago