mtsquant / MTS
My Trading System - Quantified High-frequency Trading System
☆14Updated 5 years ago
Alternatives and similar repositories for MTS:
Users that are interested in MTS are comparing it to the libraries listed below
- A industrial high-performance High Frequency Trading System by C++11, support CTP, Femas and so on. 基于C++11开发的量化交易平台,可实现CTP、飞马等平台的高频交易策…☆74Updated 4 years ago
- CTP期货数据收集与中转程序☆45Updated 6 years ago
- A C++ Library for Strategy Backtesting☆21Updated 12 years ago
- 非平衡订单流高频交易模型☆105Updated 6 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 6 years ago
- CTP CTPTradeApi☆12Updated 5 years ago
- CTPTrader 项目是一个C++版的期货交易软件,封装上期所CTP接口,项目内含有编译好的压缩包,可直接使用。☆35Updated 6 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆15Updated 5 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- 带界面的PandoraTrader☆11Updated 4 years ago
- 证券高频量化交易系统,提供抢板、半路板服务。☆62Updated 7 months ago
- 高频交易系统结构☆14Updated 4 years ago
- c++, low-latency in-porcess communication via mmap☆49Updated 5 years ago
- QT做界面,基于ctp-api实现高频交易工具☆14Updated 7 years ago
- ☆40Updated 7 years ago
- Backtest and run stock trading CFD strategies tick by tick☆14Updated 3 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆66Updated 8 years ago
- 跨品种套利(期货) ,期货的跨品种套利策略☆16Updated 7 years ago
- WonderTrader学习笔记☆31Updated 2 years ago
- AlgoSE引擎C++开发包☆12Updated 6 years ago
- An open-sourced OpenQuant API implementation☆11Updated 10 years ago
- ☆74Updated 6 years ago
- Derive order flow from Tick and Trade data.☆29Updated 3 years ago
- a new version of pyktrader☆39Updated 2 weeks ago
- 做市商交易(期货),基于Tick价差的交易策略☆17Updated 7 years ago
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆14Updated 5 years ago
- 虚拟币 跨市场 做市套利策略实现 基于VNPY☆12Updated 5 years ago
- orderbooks contain so much more organic informations than moving averages...☆15Updated last week
- lightweight backtester☆27Updated last month