Alternatives and similar repositories for HFTFramework

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

• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆238Updated 2 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆272Updated 7 years ago
• bradleyboyuyang / ML-HFT
  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
  ☆541Updated 3 years ago
• jshellen / HFT
  High Frequency Market Making
  ☆604Updated 2 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆233Updated 2 years ago
• fedecaccia / avellaneda-stoikov
  Avellaneda-Stoikov HFT market making algorithm implementation
  ☆617Updated 2 years ago
• sstoikov / microprice
  ☆430Updated 4 years ago
• nkaz001 / algotrading-example
  algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…
  ☆306Updated 2 years ago
• hello2all / gamma-ray
  High frequency trading bot for crypto currencies
  ☆418Updated 3 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆327Updated last year
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆139Updated 7 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆136Updated last year
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆141Updated 2 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆81Updated 2 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆92Updated 2 years ago
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆221Updated last month
• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆246Updated 3 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆176Updated 6 years ago
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆305Updated last month
• Naseefabu / ultra-low-latency-orderbook
  Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance
  ☆184Updated 3 weeks ago
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆211Updated last year
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆152Updated 5 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆74Updated 4 years ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆140Updated 4 years ago
• alexbotsula / Price_direction_forecast
  ☆49Updated 6 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆74Updated 5 years ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆105Updated last year
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆263Updated 4 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 3 years ago