Implementation of HFT backtesting simulator and Stoikov strategy
☆153May 6, 2023Updated 3 years ago
Alternatives and similar repositories for hft-market-making
Users that are interested in hft-market-making are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆38Nov 3, 2021Updated 4 years ago
- Market making strategies and scientific papers☆15Aug 20, 2023Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆733Jul 6, 2023Updated 3 years ago
- ☆31Aug 7, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- High Frequency Market Making☆646Sep 24, 2023Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 5 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆308Updated this week
- Phd repo☆18Jul 14, 2022Updated 4 years ago
- algo trading backtesting on BitMEX☆85Dec 4, 2023Updated 2 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆256Jun 29, 2023Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆42Jan 3, 2021Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- High Frequency Market Making: Optimal Quoting☆19Mar 20, 2023Updated 3 years ago
- Optimal high-frequency market making strategy☆31Nov 24, 2024Updated last year
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- ☆38Aug 2, 2021Updated 5 years ago
- ☆70Apr 10, 2021Updated 5 years ago
- Personal Project that implements a variety of HFT strategies in C++☆78Apr 29, 2021Updated 5 years ago
- High-frequency statistical arbitrage☆285Jul 30, 2023Updated 3 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Market making strategy example☆27Feb 26, 2021Updated 5 years ago
- Repository for market making ideas☆44Apr 26, 2024Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆323Dec 4, 2023Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆125May 20, 2024Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 5 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 9 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 4 years ago
- A collection of homeworks of market microstructure models.☆300Sep 26, 2026Updated 3 weeks ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆279Apr 12, 2022Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆110Oct 16, 2015Updated 11 years ago
- SABR Implied volatility asymptotics☆24May 22, 2020Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆88Jan 27, 2018Updated 8 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆110Jul 26, 2024Updated 2 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆213Mar 1, 2026Updated 7 months ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago