Alternatives and similar repositories for High-Frequency-Trading-Exchange-Engine

Users that are interested in High-Frequency-Trading-Exchange-Engine are comparing it to the libraries listed below

• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆112Updated 6 years ago
• Tzadiko / Orderbook
  A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…
  ☆243Updated last year
• brprojects / Limit-Order-Book
  Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
  ☆118Updated last year
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆290Updated 5 years ago
• Naseefabu / ultra-low-latency-orderbook
  Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance
  ☆181Updated last week
• PacktPublishing / C-High-Performance-for-Financial-Systems-
  ☆163Updated last year
• reshinto / hft_notes
  Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use …
  ☆75Updated last month
• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆62Updated last year
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆274Updated 3 weeks ago
• bradleyboyuyang / ML-HFT
  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
  ☆532Updated 3 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆159Updated last year
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆139Updated 4 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆73Updated 4 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆269Updated 7 years ago
• nyarosu / hft
  High performance, low latency high frequency trading system written from scratch in C++
  ☆54Updated 2 years ago
• jshellen / HFT
  High Frequency Market Making
  ☆601Updated 2 years ago
• clfrenchgit / gdax-bot
  HFT signals on GDAX
  ☆111Updated 7 years ago
• FLOX-Foundation / flox
  Modular framework for building trading systems
  ☆180Updated 3 months ago
• sm2774us / everything_finance_and_tech
  My Goto Repository (Self-Maintained) for Everything on Finance and Technology
  ☆142Updated 2 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆261Updated 4 years ago
• SpencerPao / Quantitative_Strategies
  This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.
  ☆189Updated 2 years ago
• roq-trading / roq-api
  C++ interfaces used to communicate with Roq's market gateways.
  ☆493Updated last week
• rburkholder / trade-frame
  C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…
  ☆618Updated 3 weeks ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆338Updated 3 weeks ago
• PlamenStilyianov / Quant
  ☆453Updated 7 years ago
• zslucky / algorithmic_trading_book
  2 books and related source codes for algorithmic trading.
  ☆591Updated last year
• prabakar2610 / TradingBooks
  ☆159Updated 7 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆235Updated 2 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆91Updated 2 years ago
• fedecaccia / avellaneda-stoikov
  Avellaneda-Stoikov HFT market making algorithm implementation
  ☆608Updated 2 years ago