nyarosu / hftLinks
High performance, low latency high frequency trading system written from scratch in C++
☆40Updated last year
Alternatives and similar repositories for hft
Users that are interested in hft are comparing it to the libraries listed below
Sorting:
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆82Updated 2 years ago
- real high-frequency-trading system based on c++☆87Updated 6 years ago
- An asynchronous low-latency trading system☆48Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆149Updated 2 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…☆50Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆126Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆106Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆116Updated 2 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆62Updated last year
- High Frequency Trading Strategies☆46Updated 7 years ago
- ☆123Updated 3 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆145Updated 5 years ago
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆230Updated 3 years ago
- ☆26Updated 2 years ago
- Nasdaq Order Book Reconstructor☆246Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆163Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆135Updated 7 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆204Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Algorithmic trading strategies research and execution platform☆22Updated 3 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- A curated list of Quantitative Finance papers.☆63Updated 6 months ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆75Updated 7 years ago
- High-frequency statistical arbitrage☆199Updated last year
- algo trading backtesting on BitMEX☆78Updated last year
- 非平衡订单流高频交易模型☆108Updated 6 years ago
- A low-latency, high-throughput order matching system implementation.☆42Updated 2 years ago