jshellen / HFTLinks
High Frequency Market Making
☆569Updated last year
Alternatives and similar repositories for HFT
Users that are interested in HFT are comparing it to the libraries listed below
Sorting:
- Avellaneda-Stoikov HFT market making algorithm implementation☆576Updated 2 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆491Updated 2 years ago
- High frequency trading bot for crypto currencies☆401Updated 3 years ago
- ☆413Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆247Updated 2 weeks ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆298Updated last year
- simple crypto market maker☆559Updated 2 months ago
- experiments with pair trading☆312Updated 8 months ago
- A collection of homeworks of market microstructure models.☆251Updated 7 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆215Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,239Updated 9 months ago
- GPU-accelerated Factors analysis library and Backtester☆735Updated 4 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆983Updated 2 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆739Updated last week
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆590Updated last year
- Backtest and live trading in Python☆617Updated last year
- toolbox of fast mm-related funcs☆199Updated 3 weeks ago
- High-frequency statistical arbitrage☆212Updated 2 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆481Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆625Updated this week
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆705Updated 3 weeks ago
- A fast L2/L3 orderbook data structure, in C, for Python☆281Updated 9 months ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆450Updated 4 years ago
- 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
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆908Updated this week
- Example Order Book Imbalance Algorithm☆810Updated 2 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆663Updated this week
- low code backtesting library utilizing pandas and technical analysis indicators☆485Updated last week
- 2 books and related source codes for algorithmic trading.☆561Updated last year
- talipp - incremental technical analysis library for python☆482Updated last month