C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.
☆644Feb 19, 2026Updated 2 weeks ago
Alternatives and similar repositories for trade-frame
Users that are interested in trade-frame are comparing it to the libraries listed below
Sorting:
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆998Feb 27, 2026Updated last week
- C++ interfaces used to communicate with Roq's market gateways.☆500Feb 25, 2026Updated last week
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆239Feb 27, 2025Updated last year
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,321Nov 13, 2024Updated last year
- Asynchronous, event-driven algorithmic trading in Python and C++☆772Mar 2, 2026Updated last week
- C++ examples.☆166Feb 27, 2026Updated last week
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,225Aug 27, 2022Updated 3 years ago
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,086Mar 2, 2026Updated last week
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,874Oct 21, 2024Updated last year
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆732Dec 16, 2020Updated 5 years ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆3,756Dec 23, 2025Updated 2 months ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆968Apr 22, 2024Updated last year
- AI enabled options research and backtesting library for Python☆1,271Updated this week
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆711Updated this week
- a light-weighted, integrated trading/backtesting system/platform(综合量化交易回测系统/平台)☆592Oct 25, 2022Updated 3 years ago
- A list of online resources for quantitative modeling, trading, portfolio management☆3,738Jun 15, 2024Updated last year
- Database for L2 orderbook☆742Jan 25, 2024Updated 2 years ago
- Systematic Trading in python☆3,214Feb 24, 2026Updated last week
- High Frequency Market Making☆613Sep 24, 2023Updated 2 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆553Sep 20, 2022Updated 3 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆192Mar 1, 2026Updated last week
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆2,887May 29, 2025Updated 9 months ago
- Python sync/async framework for Interactive Brokers API☆3,224Mar 14, 2024Updated last year
- The QuantLib C++ library☆6,824Updated this week
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆334Jan 23, 2025Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆649Jul 6, 2023Updated 2 years ago
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆9,327Apr 14, 2024Updated last year
- Kungfu Trader☆3,819May 2, 2024Updated last year
- Pair-Trading bot developed with Python and Interactive Brokers Trader Workstation (TWS) API☆47Mar 6, 2023Updated 3 years ago
- A C++ Quantitative Trading System☆97May 29, 2016Updated 9 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Dec 3, 2018Updated 7 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,045Aug 13, 2023Updated 2 years ago
- Algorithmic trading framework for cryptocurrencies.☆1,501Jan 7, 2026Updated 2 months ago
- Market Making via Reinforcement Learning☆342Nov 4, 2019Updated 6 years ago
- Self-hosted crypto trading bot (automated high frequency market making) written in C++☆3,672Dec 15, 2024Updated last year
- Event-driven Algorithmic Trading For Python☆26Apr 7, 2019Updated 6 years ago
- QTPyLib, Pythonic Algorithmic Trading☆2,254Sep 22, 2021Updated 4 years ago
- A C++ and Python implementation of the limit order book.☆301Jul 7, 2020Updated 5 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆288Feb 26, 2026Updated last week