reshinto / hft_notesLinks
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
☆76Updated last month
Alternatives and similar repositories for hft_notes
Users that are interested in hft_notes are comparing it to the libraries listed below
Sorting:
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆185Updated 3 weeks ago
- An asynchronous low-latency trading system☆62Updated last year
- real high-frequency-trading system based on c++☆114Updated 6 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆281Updated this week
- Personal Project that implements a variety of HFT strategies in C++☆74Updated 4 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆125Updated last year
- ☆140Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆160Updated last year
- A C++ and Python implementation of the limit order book.☆292Updated 5 years ago
- A collection of homeworks of market microstructure models.☆272Updated 7 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆183Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆541Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆136Updated last year
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 years ago
- Algorithmic trading strategies research and execution platform☆40Updated this week
- toolbox of fast mm-related funcs☆221Updated last month
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆65Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆233Updated 2 years ago
- High-frequency statistical arbitrage☆239Updated 2 years ago
- High Frequency Market Making☆605Updated 2 years ago
- A curated list of Quantitative Finance papers.☆74Updated 3 weeks ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆141Updated 2 years ago
- High frequency trading bot for crypto currencies☆419Updated 3 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆305Updated last month
- ☆49Updated 6 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆54Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆78Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago