High performance, low latency high frequency trading system written from scratch in C++
☆59Sep 14, 2023Updated 3 years ago
Alternatives and similar repositories for hft
Users that are interested in hft are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- real high-frequency-trading system based on c++☆138Apr 5, 2019Updated 7 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆56Dec 22, 2020Updated 5 years ago
- A Statistical Arbitrage Strategy to trade Cryptocurrency Pairs☆14Nov 6, 2020Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- High Frequency Trading on FPGA☆13Oct 7, 2023Updated 3 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆92Oct 24, 2013Updated 13 years ago
- Sub-100ns C++20 matching engine — lock-free order book, TCP order gateway, and UDP market data publisher for production-grade HFT infrast…☆137Sep 12, 2026Updated last month
- Order Book Imbalance trading strategy☆12Nov 21, 2022Updated 3 years ago
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆12May 25, 2025Updated last year
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 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.
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆224Jun 12, 2024Updated 2 years ago
- 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…☆82May 31, 2020Updated 6 years ago
- A high efficient Tcp server based on Epoll, Using reactor and producer consumer threadpool pattern. And use memory pool to improve the ef…☆19Mar 1, 2017Updated 9 years ago
- ⚡ A c-based multi-venue trading framework for HFT and market making algorithms. Over 300 built-in strategies mainly in C, also in Python …☆24Dec 9, 2025Updated 10 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆105May 19, 2023Updated 3 years ago
- Option price calculation based on Black Scholes equation☆18Dec 6, 2025Updated 11 months ago
- A C++ stock analysis tool that fetches real-time stock market data and calculates technical indicators (SMA, RSI, Bollinger Bands) to pro…☆16Oct 7, 2024Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆37Nov 3, 2021Updated 5 years ago
- Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira☆28Sep 22, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Pi extension package for Jujutsu workflows☆10Mar 2, 2026Updated 8 months ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- A Neo-tree source for Jujustsu/jj☆14May 10, 2024Updated 2 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆19Nov 6, 2024Updated 2 years ago
- Market making strategies and scientific papers☆15Aug 20, 2023Updated 3 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- An implementation of trading strategies such as the Stochastic Oscillator with support and resistance using the BackTrader framework for …☆31Aug 15, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- High Frequency Market Making: Optimal Quoting☆19Mar 20, 2023Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆107Feb 27, 2019Updated 7 years ago
- "High Frequency" style trading algo based on the Dempster-Shafer fusion theory in C# using the Interactive Brokers API.☆34Apr 27, 2019Updated 7 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- ☆13Oct 24, 2024Updated 2 years ago
- High Frequency Trading using Vivado HLS☆176Jun 8, 2017Updated 9 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Jul 31, 2026Updated 3 months ago