Yet another HFT framework
☆51Feb 19, 2026Updated last week
Alternatives and similar repositories for ihft
Users that are interested in ihft are comparing it to the libraries listed below
Sorting:
- 📉 FPGA-accelerated high-freq trading modules.☆31Jan 17, 2026Updated last month
- STL-compliant stable vector container☆33Oct 21, 2018Updated 7 years ago
- High-throughput / low-latency C++ application framework☆70Aug 21, 2022Updated 3 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Command-line utilities for testing multicast network.☆10Apr 5, 2018Updated 7 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆37Jan 3, 2021Updated 5 years ago
- Collection of tidbits for HFT server config.☆54Sep 20, 2021Updated 4 years ago
- FIX protocol parser☆36Oct 23, 2018Updated 7 years ago
- Asyncio Financial Information eXchange Engine☆13Jan 4, 2021Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- TectonicDB client library for Elixir to read/write L2 order book data☆15Apr 10, 2023Updated 2 years ago
- Serverless Scraper for Cryptocurrency Order Book Data☆15Dec 8, 2022Updated 3 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 4 years ago
- C++ examples.☆166Feb 6, 2026Updated 3 weeks ago
- Algorithmic and high-frequency trading book☆19Aug 5, 2020Updated 5 years ago
- In this recruiting competition, Winton challenges you to take on the very difficult task of predicting the future (stock returns).☆13Feb 10, 2020Updated 6 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- a cpp framework for crypto currentcy tick data backtesting☆18Jun 4, 2021Updated 4 years ago
- A high frequency trading bot that takes advantage of arbitrage opportunities in forex markets using the Bellman-Ford algorithm.☆18Dec 6, 2021Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆287Updated this week
- A curated list of Quantitative Finance papers.☆85Feb 1, 2026Updated last month
- A fast in-memory limit order book (LOB).☆166Jan 29, 2023Updated 3 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- ☆20Apr 16, 2021Updated 4 years ago
- Tick-to-trade latency benchmark sources☆17Oct 10, 2017Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Oct 8, 2018Updated 7 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆52Dec 25, 2025Updated 2 months ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)☆253Apr 22, 2025Updated 10 months ago
- Personal Project that implements a variety of HFT strategies in C++☆75Apr 29, 2021Updated 4 years ago
- ☆1,147Sep 17, 2025Updated 5 months ago
- Algoticks is an algorithmic trading simulator written in C.☆17Apr 26, 2022Updated 3 years ago
- ☆18Sep 18, 2020Updated 5 years ago