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
☆60Updated 2 years ago
Alternatives and similar repositories for hft_notes
Users that are interested in hft_notes are comparing it to the libraries listed below
Sorting:
- An asynchronous low-latency trading system☆55Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- real high-frequency-trading system based on c++☆95Updated 6 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆252Updated 3 weeks ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆75Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆85Updated 2 years ago
- ☆127Updated 3 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆493Updated 2 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆152Updated 2 years ago
- A curated list of Quantitative Finance papers.☆66Updated 7 months ago
- A collection of homeworks of market microstructure models.☆255Updated 7 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆150Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆176Updated 9 months ago
- A C++ and Python implementation of the limit order book.☆285Updated 5 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆125Updated last year
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆63Updated 2 years ago
- High-frequency statistical arbitrage☆217Updated 2 years ago
- High Frequency Market Making☆572Updated last year
- ☆47Updated 6 years ago
- toolbox of fast mm-related funcs☆200Updated last month
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆174Updated 2 years ago
- A fast in-memory limit order book (LOB).☆157Updated 2 years ago
- Order Imbalance Strategy in High Frequency Trading☆138Updated 7 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆79Updated 3 years ago
- High frequency trading bot for crypto currencies☆402Updated 3 years ago
- ☆117Updated 7 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆216Updated 2 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆117Updated 4 years ago