keyianpai / hftLinks
real high-frequency-trading system based on c++
☆91Updated 6 years ago
Alternatives and similar repositories for hft
Users that are interested in hft are comparing it to the libraries listed below
Sorting:
- Cross Exchange/Hedged market making Trading Bot in C++☆151Updated 2 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- An asynchronous low-latency trading system☆53Updated last year
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆69Updated last year
- High performance, low latency high frequency trading system written from scratch in C++☆41Updated last year
- Nasdaq Order Book Reconstructor☆252Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆246Updated last month
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆83Updated 2 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆167Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- C++23 examples.☆162Updated last month
- High-frequency statistical arbitrage☆206Updated 2 years ago
- Order Imbalance Strategy in High Frequency Trading☆135Updated 7 years ago
- A low-latency, high-throughput order matching system implementation.☆45Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆210Updated 2 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆76Updated 6 years ago
- A C++ and Python implementation of the limit order book.☆282Updated 5 years ago
- A curated list of Quantitative Finance papers.☆65Updated 6 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆147Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆129Updated 2 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 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…☆125Updated 3 years ago
- algo trading backtesting on BitMEX☆79Updated last year
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆147Updated 5 years ago
- Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use …☆55Updated 2 years ago
- ☆115Updated 7 years ago
- ☆124Updated 3 years ago
- A collection of homeworks of market microstructure models.☆250Updated 7 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆487Updated 2 years ago