nkaz001 / hftbacktestLinks
A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures and Bybit
☆2,719Updated last week
Alternatives and similar repositories for hftbacktest
Users that are interested in hftbacktest are comparing it to the libraries listed below
Sorting:
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,137Updated 7 months ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,069Updated 2 years ago
- A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, a…☆2,837Updated last month
- Zipline, a Pythonic Algorithmic Trading Library☆1,443Updated last week
- Algorithmic trading framework for cryptocurrencies.☆1,311Updated last week
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆1,421Updated last week
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆639Updated 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…☆886Updated this week
- bt - flexible backtesting for Python☆2,572Updated 2 months ago
- Algorithmic Trading in Python with Machine Learning☆2,629Updated last month
- Quantitative analysis, strategies and backtests☆2,548Updated last year
- Systematic Trading in python☆2,926Updated last month
- Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.☆5,405Updated last month
- High Frequency Market Making☆546Updated last year
- A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.☆1,150Updated last month
- QTPyLib, Pythonic Algorithmic Trading☆2,206Updated 3 years ago
- A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.☆736Updated 4 months ago
- A list of online resources for quantitative modeling, trading, portfolio management☆3,378Updated last year
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,454Updated last month
- ffn - a financial function library for Python☆2,277Updated 2 months ago
- QuantStart.com - QSTrader backtesting simulation engine.☆3,148Updated 11 months ago
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆2,996Updated 4 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆732Updated 6 months ago
- List of awesome resources for machine learning-based algorithmic trading☆1,657Updated 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 …☆2,300Updated 5 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆557Updated last year
- simple crypto market maker☆544Updated 3 weeks ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆959Updated last year
- Portfolio analytics for quants, written in Python☆5,859Updated 2 months ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆564Updated last year