Alternatives and similar repositories for ND-HFTT

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

• Kodoh / Orderbook
  Open source High-Frequency Trading Order Book with FPGA Acceleration
  ☆59Updated last year
• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆62Updated last year
• muditbhargava66 / FIX-FastTrade
  FIX-FastTrade is a high-performance electronic trading system that leverages the Financial Information eXchange (FIX) protocol for fast a…
  ☆19Updated 6 months ago
• olibre / Cpp14-OrderBook
  C++14 implementation of an Order Book Stock Exchange
  ☆23Updated 9 years ago
• nyarosu / hft
  High performance, low latency high frequency trading system written from scratch in C++
  ☆55Updated 2 years ago
• fpganow / Itch
  Create and Parse NASDAQ Itch Messages in Python
  ☆14Updated 5 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
• Naseefabu / ultra-low-latency-orderbook
  Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance
  ☆191Updated last month
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆164Updated last year
• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆115Updated 6 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆28Updated last year
• automatedalgo / apex
  Algorithmic trading strategies research and execution platform
  ☆43Updated 2 weeks 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 2 months ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆140Updated 4 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆269Updated 4 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆75Updated 4 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆39Updated 12 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆81Updated 6 years ago
• jshellen / statarb
  ☆38Updated 4 years ago
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆295Updated 5 years ago
• ilia-funtov / crypto-market-data-collector
  Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++
  ☆13Updated last year
• PacktPublishing / C-High-Performance-for-Financial-Systems-
  ☆166Updated last year
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆17Updated 5 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆31Updated 2 years ago
• sap215 / StatArbPairsTrading
  This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…
  ☆68Updated last year
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆54Updated 4 years ago
• hangukquant / disruptor_cpp
  lightweight LMAX disruptor v3 port in C++20
  ☆35Updated 4 months ago
• jgatheral / RoughVolatilityWorkshop
  QuantMinds Rough Volatility Workshop lectures
  ☆65Updated 4 months ago
• 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.
  ☆133Updated last year
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆276Updated 7 years ago