nkaz001 / hftbacktestLinks
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
☆3,270Updated last week
Alternatives and similar repositories for hftbacktest
Users that are interested in hftbacktest are comparing it to the libraries listed below
Sorting:
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,163Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,275Updated last year
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆1,732Updated this week
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆953Updated last month
- Algorithmic trading framework for cryptocurrencies.☆1,416Updated 5 months ago
- Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.☆6,091Updated 2 months ago
- Zipline, a Pythonic Algorithmic Trading Library☆1,587Updated last week
- A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, a…☆3,203Updated 3 months ago
- Systematic Trading in python☆3,094Updated last week
- A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.☆1,208Updated 6 months ago
- A list of online resources for quantitative modeling, trading, portfolio management☆3,600Updated last year
- bt - flexible backtesting for Python☆2,734Updated last week
- fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!☆1,731Updated 2 years ago
- Quantitative analysis, strategies and backtests☆2,724Updated 2 years ago
- Portfolio analytics for quants, written in Python☆6,400Updated 2 months ago
- QuantStart.com - QSTrader backtesting simulation engine.☆3,240Updated last year
- 🚀 💸 Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one …☆2,394Updated 10 months ago
- QTPyLib, Pythonic Algorithmic Trading☆2,242Updated 4 years ago
- A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.☆789Updated 3 weeks ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆756Updated 3 weeks ago
- Algorithmic Trading in Python with Machine Learning☆2,888Updated last month
- High Frequency Market Making☆600Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,011Updated 2 years ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,652Updated 3 months ago
- Common financial technical indicators implemented in Pandas.☆2,231Updated 3 years ago
- Cryptocurrency Exchange Websocket Data Feed Handler☆2,616Updated 3 months ago
- A nimble options backtesting library for Python☆1,213Updated last year
- TA-Lib (Core C Library)☆1,336Updated last month
- Avellaneda-Stoikov HFT market making algorithm implementation☆605Updated 2 years ago
- Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more☆1,179Updated this week