matthewbelcher / ND-HFTTLinks
Class projects for High-Frequency Trading Technologies at the University of Notre Dame
☆23Updated 4 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:
- An asynchronous low-latency trading system☆57Updated last year
- Algorithmic trading strategies research and execution platform☆25Updated last month
- Cross Exchange/Hedged market making Trading Bot in C++☆156Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆86Updated 2 years ago
- Package to build risk model for factor pricing model☆27Updated last year
- OrderBook Simulator with Limit and Iceberg functionality☆76Updated 6 years ago
- Nasdaq Order Book Reconstructor☆256Updated 3 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- ☆131Updated 3 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆49Updated 2 years ago
- real high-frequency-trading system based on c++☆102Updated 6 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- ☆36Updated 4 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆88Updated 3 weeks ago
- Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use …☆66Updated this week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆258Updated 2 months ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆88Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Create and Parse NASDAQ Itch Messages in Python☆14Updated 5 years ago
- ☆60Updated 9 months ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆75Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆154Updated last year
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆11Updated last year
- Delta hedging under SABR model☆35Updated last year
- algo trading backtesting on BitMEX☆82Updated last year
- ☆52Updated 4 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year