Alternatives and similar repositories for ND-HFTT

Users that are interested in ND-HFTT are comparing it to the libraries listed below

• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆45Updated last year
• PacktPublishing / C-High-Performance-for-Financial-Systems-
  ☆155Updated last year
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆73Updated 4 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆40Updated 5 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆35Updated 11 years ago
• nyarosu / hft
  High performance, low latency high frequency trading system written from scratch in C++
  ☆40Updated last year
• fpganow / Itch
  Create and Parse NASDAQ Itch Messages in Python
  ☆14Updated 4 years ago
• fairtide / aeron-python
  Python bindings for Aeron messaging.
  ☆20Updated 3 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆145Updated last year
• automatedalgo / apex
  Algorithmic trading strategies research and execution platform
  ☆21Updated 2 months ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆78Updated last year
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆148Updated 2 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆51Updated 3 years ago
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆27Updated 3 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆68Updated 2 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆17Updated 4 years ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆92Updated 11 years ago
• nostoz / deribit_volatility_download_and_visualize
  Load, build and visualize volatility analytics from Deribit.
  ☆27Updated last year
• Jmaihuire / MTH9875_Volatility_Surface
  This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface
  ☆23Updated 7 years ago
• jacklu2030 / TradingEngine-Ultra-Low-Latency
  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
• vincent212 / FIX-Order-Routing-Client
  FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others
  ☆13Updated 10 months ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆28Updated 11 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆118Updated last year
• alexbotsula / Price_direction_forecast
  ☆45Updated 6 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 …
  ☆49Updated 2 years ago
• sumilk / algo_trading
  ☆140Updated last year
• shubhamcodez / Market-Impact-Model
  The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…
  ☆21Updated last year
• 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…
  ☆78Updated 2 years ago
• dreyhsu / Meta_Labeling
  Meta labeling is a method of determining the size of the bet.
  ☆24Updated 3 years ago