Alternatives and similar repositories for hft_notes:

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

• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆73Updated 5 years ago
• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆40Updated last year
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆72Updated 3 years ago
• 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…
  ☆70Updated last year
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆140Updated last year
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆143Updated last year
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆113Updated 3 years ago
• baobach / HFT_Papers
  A curated list of Quantitative Finance papers.
  ☆54Updated 2 months ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆113Updated last year
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆226Updated 6 years ago
• alexbotsula / Price_direction_forecast
  ☆42Updated 5 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆226Updated last week
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆108Updated 10 months ago
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆172Updated this week
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆69Updated 6 years ago
• theopenstreet / VPIN_HFT
  ☆112Updated 7 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 4 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆76Updated last year
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆129Updated 6 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆39Updated 11 months ago
• automatedalgo / apex
  Algorithmic trading strategies research and execution platform
  ☆19Updated 10 months ago
• bradleyboyuyang / ML-HFT
  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
  ☆415Updated 2 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆93Updated 4 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆65Updated 6 months ago
• jmsadair / RapidTrader
  A low-latency, high-throughput order matching system implementation.
  ☆37Updated last year
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆150Updated 2 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆175Updated last year
• 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.
  ☆46Updated 9 months ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆185Updated last year
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆138Updated 4 years ago