matthewbelcher / ND-HFTTLinks
Class projects for High-Frequency Trading Technologies at the University of Notre Dame
☆26Updated 7 months ago
Alternatives and similar repositories for ND-HFTT
Users that are interested in ND-HFTT are comparing it to the libraries listed below
Sorting:
- Open source High-Frequency Trading Order Book with FPGA Acceleration☆51Updated 11 months ago
- An asynchronous low-latency trading system☆62Updated last year
- FIX-FastTrade is a high-performance electronic trading system that leverages the Financial Information eXchange (FIX) protocol for fast a…☆19Updated 5 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆128Updated last year
- Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use …☆77Updated 2 months ago
- Personal Project that implements a variety of HFT strategies in C++☆75Updated 4 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆39Updated 12 years ago
- ☆140Updated 4 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆186Updated last month
- High performance, low latency high frequency trading system written from scratch in C++☆54Updated 2 years ago
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆12Updated last year
- Package to build risk model for factor pricing model☆28Updated last year
- Algorithmic trading strategies research and execution platform☆44Updated last week
- Implementation of a orderbook data structure for LOB research capabilities.☆161Updated last year
- High Frequency Trading using Vivado HLS☆162Updated 8 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- ☆38Updated 4 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Updated 12 years ago
- Dynamic portfolio optimization☆31Updated 2 years ago
- A C++ and Python implementation of the limit order book.☆295Updated 5 years ago
- Nasdaq Order Book Reconstructor☆266Updated 4 years ago
- Create and Parse NASDAQ Itch Messages in Python☆14Updated 5 years ago
- 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…☆52Updated 5 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- Baruch MFE 2019 Spring☆44Updated 5 years ago
- lightweight LMAX disruptor v3 port in C++20☆34Updated 4 months ago
- OrderBook Simulator with Limit and Iceberg functionality☆81Updated 6 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆118Updated last year
- Delta hedging under SABR model☆44Updated last year