Alternatives and similar repositories for SimpleOrderbook:

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

• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆29Updated 11 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆93Updated 7 years ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 8 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆84Updated 11 years ago
• Quantmatic / amipy
  very fast python backtesting framework based on amibroker backtesting methodology
  ☆40Updated 7 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆18Updated 6 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆57Updated 5 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆110Updated 11 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆26Updated 8 years ago
• kmanley / orderbook
  A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…
  ☆72Updated 4 years ago
• Macfly / HFTSimulator
  ☆28Updated 9 years ago
• ntorm1 / Atlas
  ☆49Updated 10 months ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆73Updated 9 months ago
• vollib / lets_be_rational
  ☆40Updated 9 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆162Updated this week
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆73Updated 3 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆89Updated 2 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆21Updated 4 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆41Updated 5 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆30Updated 3 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆65Updated 2 years ago
• matthewgilbert / blotter
  A financial blotter for trading FX and Futures
  ☆23Updated 7 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆76Updated last year
• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆16Updated last year
• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆37Updated 10 months ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆64Updated 5 years ago
• xhshenxin / Micro_Price
  ☆47Updated 3 years ago