roq-trading / roq-cpp-samplesLinks
C++23 examples.
☆164Updated 3 weeks ago
Alternatives and similar repositories for roq-cpp-samples
Users that are interested in roq-cpp-samples are comparing it to the libraries listed below
Sorting:
- C++23 interfaces used to communicate with Roq's market gateways.☆481Updated 2 weeks ago
- Nasdaq Order Book Reconstructor☆245Updated 3 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆148Updated 2 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- A C++ and Python implementation of the limit order book.☆277Updated 4 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- High frequency trading bot for crypto currencies☆394Updated 3 years ago
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆239Updated 3 months ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated last month
- A fast L2/L3 orderbook data structure, in C, for Python☆276Updated 7 months ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆144Updated 5 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆558Updated this week
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆163Updated 5 years ago
- A collection of High-Frequency trading components☆290Updated 9 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Updated 8 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆557Updated last year
- A low-latency, high-throughput order matching system implementation.☆41Updated last year
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆639Updated this week
- ☆401Updated 4 years ago
- C++ low-latency in-memory order book☆92Updated 11 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- A C++ stock market algorithmic trading bot☆258Updated 6 years ago
- Order Imbalance Strategy in High Frequency Trading☆133Updated 7 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆297Updated last year
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆109Updated last year
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- Limit Order Book Implemented in Python☆94Updated 7 years ago