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
☆41Updated last year
Alternatives and similar repositories for hft_notes:
Users that are interested in hft_notes are comparing it to the libraries listed below
- Personal Project that implements a variety of HFT strategies in C++☆72Updated 3 years ago
- An asynchronous low-latency trading system☆40Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆70Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆140Updated last year
- real high-frequency-trading system based on c++☆73Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆113Updated last year
- A collection of homeworks of market microstructure models.☆227Updated 6 years ago
- ☆113Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆74Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆226Updated 2 weeks ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆48Updated 9 months ago
- ☆42Updated 5 years ago
- ☆112Updated 7 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆32Updated last year
- toolbox of fast mm-related funcs☆172Updated this week
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆418Updated 2 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆154Updated 5 years ago
- Repository for market making ideas☆39Updated 11 months ago
- A curated list of Quantitative Finance papers.☆54Updated 2 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆143Updated last year
- Deep learning approach for market price prediction, in JAX☆36Updated 10 months ago
- High-frequency statistical arbitrage☆177Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆108Updated 11 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆164Updated 4 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- Order Imbalance Strategy in High Frequency Trading☆129Updated 6 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- A C++ and Python implementation of the limit order book.☆264Updated 4 years ago
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆104Updated 8 months ago