keyianpai / hftLinks
real high-frequency-trading system based on c++
☆86Updated 6 years ago
Alternatives and similar repositories for hft
Users that are interested in hft are comparing it to the libraries listed below
Sorting:
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- An asynchronous low-latency trading system☆45Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆148Updated 2 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆59Updated last year
- High performance, low latency high frequency trading system written from scratch in C++☆40Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆78Updated 2 years ago
- A low-latency, high-throughput order matching system implementation.☆41Updated last year
- Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use …☆49Updated 2 years ago
- ☆121Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆163Updated 5 years ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- Nasdaq Order Book Reconstructor☆245Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆239Updated 3 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- C++ low-latency in-memory order book☆92Updated 11 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- High-frequency statistical arbitrage☆196Updated last year
- A C++ and Python implementation of the limit order book.☆277Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆123Updated 2 years ago
- C++23 examples.☆164Updated 3 weeks ago
- HFT signals on GDAX☆102Updated 7 years ago
- A curated list of Quantitative Finance papers.☆62Updated 5 months ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆467Updated 2 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Updated 8 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- A collection of homeworks of market microstructure models.☆247Updated 7 years ago
- ☆114Updated 7 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆144Updated 5 years ago