reshinto / hft_notes
Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use the data at their own risk
☆38Updated last year
Alternatives and similar repositories for hft_notes:
Users that are interested in hft_notes are comparing it to the libraries listed below
- An asynchronous low-latency trading system☆37Updated 10 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆69Updated last year
- real high-frequency-trading system based on c++☆67Updated 5 years ago
- Personal Project that implements a variety of HFT strategies in C++☆71Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆223Updated 9 months ago
- Cross Exchange/Hedged market making Trading Bot in C++☆137Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆142Updated 11 months ago
- A curated list of Quantitative Finance papers.☆47Updated last month
- toolbox of fast mm-related funcs☆162Updated 3 weeks ago
- ☆110Updated 3 years ago
- A collection of homeworks of market microstructure models.☆221Updated 6 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆404Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆105Updated last year
- algo trading backtesting on BitMEX☆76Updated last year
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆37Updated 8 months ago
- ☆108Updated 7 years ago
- Collection of tidbits for HFT server config.☆46Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆102Updated 9 months ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆224Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- ☆42Updated 5 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆264Updated 3 months ago
- Limit Order book and matching engine in Rust.☆46Updated 3 years ago
- Repository for market making ideas☆39Updated 9 months ago
- Deep learning approach for market price prediction, in JAX☆35Updated 9 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆103Updated 7 months ago
- A C++ and Python implementation of the limit order book.☆256Updated 4 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆71Updated 2 years ago