Alternatives and similar repositories for hft_notes

Users that are interested in hft_notes are comparing it to the libraries listed below

• Naseefabu / ultra-low-latency-orderbook
  Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance
  ☆185Updated 3 weeks ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆74Updated 4 years ago
• 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…
  ☆281Updated this week
• 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.
  ☆125Updated last year
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆160Updated last year
• 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…
  ☆92Updated 2 years ago
• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆114Updated 6 years ago
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆292Updated 5 years ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆140Updated 4 years ago
• ninja-quant / ninjabook
  A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
  ☆183Updated last year
• bradleyboyuyang / ML-HFT
  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
  ☆541Updated 3 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆272Updated 7 years ago
• hello2all / gamma-ray
  High frequency trading bot for crypto currencies
  ☆418Updated 3 years ago
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆221Updated last month
• alexbotsula / Price_direction_forecast
  ☆49Updated 6 years ago
• baobach / hft_papers
  A curated list of Quantitative Finance papers.
  ☆74Updated 3 weeks ago
• automatedalgo / apex
  Algorithmic trading strategies research and execution platform
  ☆40Updated this week
• jshellen / HFT
  High Frequency Market Making
  ☆605Updated 2 years ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆349Updated last month
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆238Updated 2 years ago
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆65Updated 2 years ago
• jmsadair / RapidTrader
  A low-latency, high-throughput order matching system implementation.
  ☆46Updated 2 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆136Updated last year
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆305Updated last month
• SpencerPao / Quantitative_Strategies
  This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.
  ☆191Updated 2 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆81Updated 2 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆233Updated 2 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆80Updated 6 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆263Updated 4 years ago