keyianpai / hftLinks
real high-frequency-trading system based on c++
☆109Updated 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
- Cross Exchange/Hedged market making Trading Bot in C++☆160Updated 2 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆51Updated 2 years ago
- An asynchronous low-latency trading system☆58Updated last year
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆96Updated last year
- Nasdaq Order Book Reconstructor☆256Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆267Updated this week
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆87Updated 2 years ago
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 years ago
- C++ examples.☆165Updated this week
- Implementation of HFT backtesting simulator and Stoikov strategy☆137Updated 2 years ago
- C++ Trading Algorithm Backtest Environment☆94Updated 7 years ago
- High-frequency statistical arbitrage☆228Updated 2 years ago
- A curated list of Quantitative Finance papers.☆68Updated this week
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆174Updated 6 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆229Updated 2 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆134Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆158Updated last year
- A C++ and Python implementation of the limit order book.☆287Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- A C++ Quantitative Trading System☆95Updated 9 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆72Updated last year
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆49Updated 4 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆78Updated 6 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆491Updated this week
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- algo trading backtesting on BitMEX☆81Updated last year