jshellen / HFTLinks
High Frequency Market Making
☆604Updated 2 years ago
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☆617Updated 2 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆541Updated 3 years ago
- ☆430Updated 4 years ago
- High frequency trading bot for crypto currencies☆418Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆280Updated this week
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆307Updated 2 years ago
- A collection of homeworks of market microstructure models.☆272Updated 7 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆233Updated 2 years ago
- simple crypto market maker☆588Updated 2 months ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,293Updated last year
- GPU-accelerated Factors analysis library and Backtester☆756Updated 8 months ago
- experiments with pair trading☆327Updated last year
- Asynchronous, event-driven algorithmic trading in Python and C++☆760Updated last week
- toolbox of fast mm-related funcs☆221Updated last month
- 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
- High-frequency statistical arbitrage☆238Updated 2 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆698Updated this week
- A fast L2/L3 orderbook data structure, in C, for Python☆305Updated last month
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆469Updated 4 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,020Updated 2 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆656Updated this week
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆614Updated last year
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆974Updated last week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆528Updated last year
- Backtest and live trading in Python☆655Updated last year
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆526Updated 4 years ago
- Example Order Book Imbalance Algorithm☆825Updated 2 years ago
- python PYPI package to dump all needed crypto historical data from binance just by 2 lines of code☆150Updated last year
- 2 books and related source codes for algorithmic trading.☆595Updated last year
- low code backtesting library utilizing pandas and technical analysis indicators☆512Updated 3 months ago