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:
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆112Updated 12 years ago
- C++ examples.☆165Updated last week
- Cross Exchange/Hedged market making Trading Bot in C++☆161Updated 2 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆92Updated 2 weeks ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆166Updated 8 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- 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
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 8 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
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- High Frequency Trading☆111Updated 7 years ago
- Nasdaq Order Book Reconstructor☆257Updated 4 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 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
- ☆60Updated last year
- Limit Order Book Implemented in Python☆98Updated 7 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- HFT, A high-frequency trading simulation package in R☆89Updated 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.☆174Updated 6 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆158Updated last year
- ☆120Updated 7 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 6 months ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆135Updated 3 months ago
- 非平衡订单流高频交易模型☆112Updated 7 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- real high-frequency-trading system based on c++☆110Updated 6 years ago
- Visualize an order book using Perspective and the Gemini sandbox API.☆49Updated 3 years ago