jeog / SimpleOrderbookLinks
C++(11) financial market orderbook and matching engine with Python extension module
☆29Updated 4 years ago
Alternatives and similar repositories for SimpleOrderbook
Users that are interested in SimpleOrderbook are comparing it to the libraries listed below
Sorting:
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- ☆28Updated 10 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Updated 11 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): …☆91Updated 7 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆26Updated 12 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆37Updated 4 years ago
- algo trading backtesting on BitMEX☆80Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆149Updated last year
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Volume Weighted Average Price Optimal Execution☆41Updated 6 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- High Frequency Trading☆109Updated 7 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated 2 years ago
- C++ examples.☆163Updated this week
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆93Updated 4 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- HFTrader is fully automated high frequency trading system☆96Updated 12 years ago
- ☆23Updated 5 years ago
- Fully functioning fast Limit Order Book written in Python☆195Updated 2 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- ☆52Updated 4 years ago
- HFT, A high-frequency trading simulation package in R☆87Updated 7 years ago
- ☆117Updated 7 years ago
- Event-driven backtest/realtime quantitative trading system.☆75Updated 3 years ago