Alternatives and similar repositories for quickfix-python-samples

Users that are interested in quickfix-python-samples are comparing it to the libraries listed below

• quantstart / qstrader
  QSTrader
  ☆131Updated 6 years ago
• Surbeivol / PythonMatchingEngine
  High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …
  ☆114Updated last year
• DrAshBooth / PyLOB
  Fully functioning fast Limit Order Book written in Python
  ☆195Updated 2 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆109Updated 5 years ago
• da4089 / simplefix
  Simple FIX protocol implementation for Python
  ☆250Updated 6 months ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆283Updated 9 months ago
• miroblog / limit_orderbook_prediction
  ☆141Updated 2 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆93Updated 4 years ago
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆138Updated 6 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆68Updated 4 years ago
• kmanley / orderbook
  A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…
  ☆78Updated 5 years ago
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆88Updated this week
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆89Updated 6 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆126Updated 2 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆254Updated 3 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆114Updated 11 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆60Updated 6 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆75Updated 3 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆138Updated 7 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆149Updated 5 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆120Updated 3 years ago
• vollib / py_vollib
  ☆349Updated last year
• theopenstreet / VPIN_HFT
  ☆117Updated 7 years ago
• denhartog / quantstart-backtester
  ☆47Updated 10 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆216Updated 2 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆368Updated last year
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆166Updated 8 years ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆265Updated 2 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆137Updated 9 months ago