yujiweiwolf / tuna_hftLinks
高频交易系统结构
☆16Updated 5 years ago
Alternatives and similar repositories for tuna_hft
Users that are interested in tuna_hft are comparing it to the libraries listed below
Sorting:
- 用SVM构建高频交易策略☆13Updated 5 years ago
- ☆10Updated 7 years ago
- A industrial high-performance High Frequency Trading System by C++11, support CTP, Femas and so on. 基于C++11开发的量化交易平台,可实现CTP、飞马等平台的高频交易策…☆79Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- 非平衡订单流高频交易模型☆111Updated 6 years ago
- High Frequency Trading☆109Updated 7 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago
- CTP期货数据收集与中转程序☆46Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 3 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆15Updated last year
- OKX crypto☆28Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Updated 5 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆37Updated 4 years ago
- orderbooks contain so much more organic informations than moving averages...☆16Updated 4 months ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- ☆27Updated 3 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- QT做界面,基于ctp-api实现高频交易工具☆15Updated 8 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 7 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- alpha投研示例☆79Updated last month
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Optimal high-frequency market making strategy☆23Updated 9 months ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Volume Weighted Average Price Optimal Execution☆41Updated 6 years ago