petercerno / trader-backtestLinks
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.
☆52Updated 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
Sorting:
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆94Updated 3 weeks ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- C++ examples.☆164Updated 3 weeks ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆159Updated last year
- algo trading backtesting on BitMEX☆80Updated 2 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆181Updated last week
- ☆60Updated last year
- Analysis of High Frequency Trading on Bitcoin exchanges☆166Updated 8 years ago
- Limit Order Book Implemented in Python☆98Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆175Updated 6 years ago
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆105Updated 10 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆65Updated 2 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- High Frequency Trading☆111Updated 7 years ago
- tindicators is a library of technical analysis indicators☆29Updated 4 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆31Updated 4 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Updated 7 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…☆72Updated 7 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- ☆122Updated 8 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆77Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆116Updated last year
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- real high-frequency-trading system based on c++☆112Updated 6 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆234Updated 9 months ago