roq-trading / roq-cpp-samplesLinks
C++ examples.
☆166Updated last week
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++ interfaces used to communicate with Roq's market gateways.☆495Updated last week
- Nasdaq Order Book Reconstructor☆267Updated 4 years ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆189Updated last month
- A C++ and Python implementation of the limit order book.☆295Updated 5 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆161Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆75Updated 4 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆120Updated last year
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆96Updated 2 months ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- algo trading backtesting on BitMEX☆80Updated 2 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆237Updated 10 months ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆285Updated this week
- Simple Market Simulator implementation for HFT stress testing☆31Updated 12 years ago
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- real high-frequency-trading system based on c++☆115Updated 6 years ago
- A footprint reversal system to be used inline with your market structure analysis.☆87Updated 6 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Updated 12 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆631Updated this week
- Event-driven backtest/realtime quantitative trading system.☆76Updated 4 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆19Updated 3 weeks ago
- Limit Order Book Implemented in Python☆99Updated 8 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- A collection of High-Frequency trading components☆303Updated 10 years ago
- High frequency trading bot for crypto currencies☆422Updated 3 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆310Updated 2 months ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆52Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago