petercerno / trader-backtest
High-performance backtesting engine written in C++ for evaluating trading strategies restricted to a single trading pair (e.g. BTC/USD) and finding their optimal hyper-parameters. This software gives you a full control over every single bit that goes into backtesting. Licensed under MIT.
☆44Updated 2 years ago
Alternatives and similar repositories for trader-backtest:
Users that are interested in trader-backtest are comparing it to the libraries listed below
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- Repository for market making ideas☆40Updated 11 months ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆79Updated this week
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- ☆50Updated last year
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆144Updated 2 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago
- stores market data from cryptofeed to kdb+☆23Updated 4 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- ☆112Updated 7 years ago
- Visualize an order book using Perspective and the Gemini sandbox API.☆41Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆90Updated 4 years ago
- ☆21Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Build your own historical Limit Order Book dataset☆39Updated 3 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆140Updated 4 years ago
- Examples of nautilus script☆34Updated 3 months ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆158Updated 5 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 6 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆75Updated 4 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago