Alternatives and similar repositories for hft

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

• Naseefabu / ultra-low-latency-orderbook
  Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance
  ☆185Updated 3 weeks ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆74Updated 4 years ago
• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆62Updated last year
• brprojects / Limit-Order-Book
  Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
  ☆125Updated last year
• nyarosu / hft
  High performance, low latency high frequency trading system written from scratch in C++
  ☆54Updated 2 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆263Updated 4 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆280Updated this week
• baobach / hft_papers
  A curated list of Quantitative Finance papers.
  ☆74Updated 3 weeks ago
• jmsadair / RapidTrader
  A low-latency, high-throughput order matching system implementation.
  ☆46Updated 2 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆164Updated last week
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆141Updated 2 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆176Updated 6 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆31Updated 12 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆92Updated 2 years ago
• roq-trading / roq-api
  C++ interfaces used to communicate with Roq's market gateways.
  ☆493Updated last week
• bradleyboyuyang / ML-HFT
  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
  ☆541Updated 3 years ago
• reshinto / hft_notes
  Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use …
  ☆76Updated last month
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆238Updated 2 years ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆140Updated 4 years ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆27Updated 4 years ago
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆292Updated 5 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆159Updated last year
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆272Updated 7 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆233Updated 2 years ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆92Updated 12 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆139Updated 7 years ago
• Manudecara / Algo-Trading
  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…
  ☆133Updated 4 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆152Updated 5 years ago
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago