roq-trading / roq-cpp-samples
C++ examples.
☆162Updated 2 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
- C++ interfaces used to communicate with Roq's market gateways.☆473Updated last week
- Nasdaq Order Book Reconstructor☆240Updated 3 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.☆264Updated 4 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆142Updated 2 years ago
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆156Updated 5 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆72Updated 3 years ago
- A collection of High-Frequency trading components☆287Updated 9 years ago
- A low-latency, high-throughput order matching system implementation.☆37Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆139Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆228Updated 3 weeks ago
- Order Imbalance Strategy in High Frequency Trading☆129Updated 6 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- C++ low-latency in-memory order book