paraita / hft-simLinks
Simple Market Simulator implementation for HFT stress testing
☆32Updated 12 years ago
Alternatives and similar repositories for hft-sim
Users that are interested in hft-sim are comparing it to the libraries listed below
Sorting:
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Updated 12 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆160Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Limit Order Book Implemented in Python☆98Updated 7 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- HFT based application that work with Akela Connectivity for NYSE.☆21Updated 8 years ago
- ☆11Updated 10 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆26Updated 12 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 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…☆49Updated 4 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 7 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆112Updated 12 years ago
- Marketmaker trading strategy☆29Updated 9 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 8 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- C++ examples.☆165Updated this week
- real high-frequency-trading system based on c++☆109Updated 6 years ago
- ☆120Updated 7 years ago
- high-frequency trading☆60Updated 13 years ago
- Market making strategy example☆27Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- High Frequency Trading☆111Updated 7 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago