roq-trading / roq-algoLinks
C++ tools and utilities for algorithmic trading.
☆16Updated last week
Alternatives and similar repositories for roq-algo
Users that are interested in roq-algo are comparing it to the libraries listed below
Sorting:
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆11Updated 2 years ago
- ☆12Updated last year
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆23Updated 10 months ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆33Updated 10 months ago
- ☆65Updated 11 months ago
- Live SPY Algorithmic Backed bots for Day Trading Stocks by utilizing ALPACA / IBrokers as the REST Agents.☆31Updated 6 months ago
- ☆34Updated 5 years ago
- Repository for market making ideas☆43Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆133Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated last year
- Python API for accessing Lake high frequency tick trades & order book data☆57Updated last month
- This framework provides robust tools for backtesting, forward trading, and live trading. Simulates over 400 exchanges, and supports HFT r…☆41Updated last month
- Automate the detection of chart patterns☆77Updated last year
- Quantitative Algorithmic Trading Arbitrage Bot for High Frequency Trading (HFT). Martha_Stewart executes trades at the best price by capi…☆57Updated 3 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆76Updated 5 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆67Updated 5 years ago
- Sharing quantitative analyses on Crypto Lake data☆70Updated last year
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Updated 4 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆184Updated 2 weeks ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆135Updated last year
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆96Updated last year
- Algorithmic trading LLMs☆16Updated last year
- A multi-threaded triangular arbitrage bot in python using the ccxt libraries to handle the binance api.☆51Updated 3 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Updated 10 months ago