yujiweiwolf / tuna_hftLinks
高频交易系统结构
☆17Updated 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 6 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…☆80Updated 5 years ago
- 非平衡订单流高频交易模型☆112Updated 6 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 7 years ago
- Order Book Imbalance trading strategy☆11Updated 2 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- OKX crypto☆28Updated last year
- High Frequency Trading☆110Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆16Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- CTP期货数据收集与中转程序☆46Updated 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 6 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆35Updated 5 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Updated 5 years ago
- QT做界面,基于ctp-api实现高频交易工具☆14Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- ☆11Updated 6 years ago
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago