Alternatives and similar repositories for hft_notes

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

• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆56Updated last year
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆156Updated 2 years ago
• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆102Updated 6 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆73Updated 4 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆256Updated 2 months ago
• 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.
  ☆86Updated last year
• bradleyboyuyang / ML-HFT
  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
  ☆501Updated 3 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆154Updated last year
• 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…
  ☆86Updated 2 years ago
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆286Updated 5 years ago
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆213Updated 3 weeks ago
• ninja-quant / ninjabook
  A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
  ☆179Updated 10 months ago
• StateOfTheArt-quant / awesome-high-frequency-trading
  ☆131Updated 3 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆258Updated 7 years ago
• automatedalgo / apex
  Algorithmic trading strategies research and execution platform
  ☆25Updated last month
• hello2all / gamma-ray
  High frequency trading bot for crypto currencies
  ☆407Updated 3 years ago
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆64Updated 2 years ago
• OctopusTakopi / binance_l3_est
  Uses L2 data's change in time to estimate a L3 order book microstructure on Binance
  ☆148Updated 2 months ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆221Updated 2 years ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆219Updated 2 years ago
• jshellen / HFT
  High Frequency Market Making
  ☆593Updated 2 years ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆289Updated 11 months ago
• SpencerPao / Quantitative_Strategies
  This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.
  ☆181Updated 2 years ago
• baobach / HFT_Papers
  A curated list of Quantitative Finance papers.
  ☆66Updated 9 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆130Updated last year
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆249Updated 4 years ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆103Updated last year
• alexbotsula / Price_direction_forecast
  ☆48Updated 6 years ago
• brucify / orderly
  A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream
  ☆78Updated 3 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆136Updated 2 years ago