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
  ☆212Updated 2 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆251Updated 7 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆215Updated 2 years ago
• jshellen / HFT
  High Frequency Market Making
  ☆567Updated last year
• bradleyboyuyang / ML-HFT
  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
  ☆491Updated 2 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.
  ☆169Updated 5 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆138Updated 7 years ago
• fedecaccia / avellaneda-stoikov
  Avellaneda-Stoikov HFT market making algorithm implementation
  ☆575Updated 2 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆312Updated 8 months ago
• sstoikov / microprice
  ☆412Updated 4 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆131Updated 2 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆124Updated last year
• hello2all / gamma-ray
  High frequency trading bot for crypto currencies
  ☆401Updated 3 years ago
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆199Updated 3 weeks ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆80Updated last year
• nkaz001 / algotrading-example
  algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…
  ☆298Updated last year
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆152Updated 2 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆148Updated 5 years ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆280Updated 9 months ago
• theopenstreet / VPIN_HFT
  ☆116Updated 7 years ago
• 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.
  ☆233Updated 3 years ago
• alexbotsula / Price_direction_forecast
  ☆46Updated 6 years ago
• baobach / HFT_Papers
  A curated list of Quantitative Finance papers.
  ☆66Updated 7 months ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 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…
  ☆85Updated 2 years ago
• im1235 / ISAC
  Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
  ☆142Updated 5 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆96Updated 5 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆275Updated 4 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆148Updated 2 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…
  ☆71Updated 5 years ago