Topic: high-frequency-trading Goto Github

👇 Here are 103 public repositories matching this topic...

0b01 / tectonicdb
high-frequency-trading,Database for L2 orderbook
User: 0b01
orderbook hft trading cryptocurrency high-frequency-trading

51bitquant / 51bitquant
high-frequency-trading,51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading
User: 51bitquant
Home Page: https://space.bilibili.com/401686908/video
51bitquant algorithmic-trading ccxt cryptocurrency gekko high-frequency-trading klines marketmaker python quant quantitative-finance trading trading-bot trading-strategies tradingview vnpy

abcabhishek / pylimitorderbook
high-frequency-trading,Limit Order Book Implemented in Python
User: abcabhishek
limit-order-book high-frequency-trading hft hft-trading orderbook python

agalmicventures / fixie
high-frequency-trading,Python FIX protocol implementation & tools
User: agalmicventures
fix-protocol hft high-frequency-trading

agalmicventures / werk
high-frequency-trading,High-throughput / low-latency C++ application framework
User: agalmicventures
real-time low-latency pcap hft high-frequency-trading simulator

alexwan / osengine
high-frequency-trading,Open Source algo trading platform
User: alexwan
Home Page: http://o-s-a.net
trading-bot trading-strategies binance trading-platform trading binance-bots bitmex-bot moex-bot quik-bot algorithmic-trading

barter-rs / barter-data-rs
high-frequency-trading,A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
Organization: barter-rs
Home Page: https://github.com/orgs/barter-rs/repositories
rust trading-bot algo-trading algorithmic-trading algotrading backtesting backtesting-engine backtesting-frameworks backtesting-trading-strategies crypto-bot

barter-rs / barter-rs
high-frequency-trading,Open-source Rust framework for building event-driven live-trading & backtesting systems
Organization: barter-rs
Home Page: https://github.com/orgs/barter-rs/repositories
algo-trading algorithmic-trading algotrading backtesting backtesting-engine backtesting-trading-strategies hft high-frequency-trading quant quantitative-finance

billpwchan / futu_algo
high-frequency-trading,Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序
User: billpwchan
python finance fintech trading trading-bot trading-platform futu-api trading-strategies high-frequency-trading futu-algo

bradleyboyuyang / ml-hft
high-frequency-trading, High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
User: bradleyboyuyang
deep-learning futures high-frequency-trading machine-learning orderbook-imbalance orderbook-tick-data

bradleyboyuyang / statistical-arbitrage
high-frequency-trading,High-frequency statistical arbitrage
User: bradleyboyuyang
backtesting-frameworks black-scholes brownian-motion high-frequency-trading option-greeks ornstein-uhlenbeck-process pairs-trading statistical-arbitrage vasicek wiener-process

chaosquant / stockindex500
high-frequency-trading,Trend Prediction for High Frequency Trading
Organization: chaosquant
high-frequency-trading trendprediction

chuacheowhuan / gym-continuousdoubleauction
high-frequency-trading,A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
User: chuacheowhuan
Home Page: https://chuacheowhuan.github.io
multi-agent-reinforcement-learning gym-environment limit-order-book high-frequency-trading ray rllib market-microstructure financial-engineering self-play double-auction

clebeert / crypto-trading-bot-eth-bnb
high-frequency-trading,crypto-trading-bot
User: clebeert
algorithmic-trading trading-bot algo-trading-software algo-trading-strategies arbitrage binance-bots binance-trading bitmex-bot cryptotrading high-frequency-trading

coinalpha / hummingbot_chinese
high-frequency-trading,hummingbot中文资源
Organization: coinalpha
hummingbot cryptocurrency algorithmic-trading quantative-trading hft open-source-project blockchain high-frequency-trading trading-bot trading-strategies

crypto-toolbox / hft-orderbook
high-frequency-trading,Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Organization: crypto-toolbox
python3 high-frequency-trading order-management orderbook bst avl-tree doubly-linked-list self-balancing-trees limit-order-book c

elenchev / order-book-heatmap
high-frequency-trading,OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
User: elenchev
Home Page: https://elenchev.github.io/order-book-heatmap/
orderbook order-book limit-order-book orderbook-tick-data heatmap high-frequency-trading cryptocurrency heapmap d3 d3js

eliquinox / jlob
high-frequency-trading,L3 Order Book and Matching Engine Implementaion in Java
User: eliquinox
high-frequency-trading limit-order-book low-latency matching-engine trading

englianhu / quant-strategies-hft
high-frequency-trading,source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
User: englianhu
high-frequency-trading quantitative-trading r

ericbudish / hft-races
high-frequency-trading,Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
User: ericbudish
python r finance trading high-frequency-trading hft sniping latency-arbitrage stock-exchange financial-exchange

featherenvy / botvana
high-frequency-trading,Botvana is high-performance and event-driven trading system built using Rust (in early development).
User: featherenvy
trading crypto trading-bot bitcoin market-maker arbitrage high-frequency-trading

felixpatzelt / priceprop
high-frequency-trading,Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
User: felixpatzelt
time-series scientific scientific-publications modeling linear-models kernel-model time-series-econometrics propagators high-frequency-trading python

hujiayuyoyo / 448project
high-frequency-trading,High Frequency Trading
User: hujiayuyoyo
high-frequency-trading

hummingbot / hummingbot
high-frequency-trading,Open source software that helps you create and deploy high-frequency crypto trading bots
Organization: hummingbot
Home Page: https://hummingbot.org
trading-bot cryptocurrency algo-trading arbitrage open-source crypto trading dex high-frequency-trading

hzjken / hft-price-prediction
high-frequency-trading,A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
User: hzjken
high-frequency-trading hft price-prediction machine-learning light-gbm random-forest

ivopetiz / algotrading
high-frequency-trading,Algorithmic trading framework for cryptocurrencies.
User: ivopetiz
crypto cryptocurrency cryptocurrencies cryptocurrency-exchanges algorithmic-trading algotrading framework hft hft-trading bot

ivopetiz / crypto-database
high-frequency-trading,Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.
User: ivopetiz
technical-analysis fundamental-analysis database crypto cryptocurrency-exchanges cryptocoins bittrex bitcoin binance cryptopia

jackmzw / price_prediction_lob
high-frequency-trading,Deep learning for price movement prediction using high frequency limit order data
User: jackmzw
convolutional-neural-networks recurrent-neural-networks price-prediction high-frequency-trading

javifalces / hftframework
high-frequency-trading,HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
User: javifalces
algorithmic hft high-frequency-trading trading trading-bot trading-strategies deep-learning market-maker market-making market-making-bot

jeonghwan-cheon / lob-deep-learning
high-frequency-trading,Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
User: jeonghwan-cheon
convolutional-neural-networks deep-learning financial-engineering high-frequency-trading limit-order-book lstm market-microstructure transformer

jmakov / dragonflybot
high-frequency-trading,A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
User: jmakov
hft hft-trading rust trading algo-trading algo-trading-software arbitrage crypto cryptocurrency high-frequency-trading

jonasdepaolis / backtest-lib
high-frequency-trading,HFT backtest-engine for LOB data.
User: jonasdepaolis
high-frequency-trading limit-order-book market-data trading-strategy backtest-engine

manudecara / algo-trading
high-frequency-trading,This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!
User: manudecara
algorithms cpp data-analysis deep-learning fundamental-analysis high-frequency-trading machine-learning market-microstructure-analysis nlp quant-finance quantitative-finance r sentiment-analysis technical-analysis trading trading-strategies

mjamilfarooq / tradingapp
high-frequency-trading,HFT based application that work with Akela Connectivity for NYSE.
User: mjamilfarooq
hft hft-trading high-frequency-trading algorithmic-trading cpp11 boost-libraries

nelso0 / barbotine-scalping-bot
high-frequency-trading,Powered by Bitfinex's orderbooks data, Barbotine Scalping is a medium-frequency trading bot capable of taking successful trades without worrying about trends or market direction.
User: nelso0
Home Page: https://barbotine.capital
binance-trade-bot binance-trading-bot crypto-bot crypto-bot-trading crypto-trading-bot high-frequency-trading scalping scalping-bot trading trading-bot

nkaz001 / hftbacktest
high-frequency-trading,A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
User: nkaz001
backtesting high-frequency-trading market-making backtesting-engine market-maker algotrading hft trading-bot algorithmic-trading backtesting-trading-strategies

paraita / hft-sim
high-frequency-trading,Simple Market Simulator implementation for HFT stress testing
User: paraita
c-plus-plus market simulator finance high-frequency-trading

pe049395 / market-making
high-frequency-trading,Market making via Avellaneda & Stoikov model, Gueant & Lehalle & Fernandez-Tapia model, reinforcement learning.
User: pe049395
avellaneda-stoikov market-making reinforcement-learning hft high-frequency-trading

pfei-sa / binance-lob
high-frequency-trading,Build your own historical Limit Order Book dataset
User: pfei-sa
binance cryptocurrency limit-order-book market-data financial-data high-frequency-data high-frequency-trading market-depth

qtds35k / highfrequencytradingbot
high-frequency-trading,Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies
User: qtds35k
finance hft high-frequency-trading quantitative-finance trading trading-strategies

raphael77777 / bullitttws
high-frequency-trading,Algorithmic Trading Software with Interactive Brokers TWS API
User: raphael77777
algorithmic-trading automated-trading computer-program high-frequency-trading trading-strategies stock-market

raphant / freqtrade-strategies
high-frequency-trading,My personal collection of strategies
User: raphant
algorithmic-trading cryptocurrency freqtrade high-frequency-trading python strategy

rburkholder / trade-frame
high-frequency-trading,C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
User: rburkholder
market-data iqfeed trading hdf5 c-plus-plus finance realtime-quotes-data options tws-api greeks

rorysroes / sgx-full-orderbook-tick-data-trading-strategy
high-frequency-trading,Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
User: rorysroes
high-frequency-trading limit-order-book python machine-learning feature-selection feature-engineering backtesting-trading-strategies model-selection trading-strategies quantitative-trading

rune-l / highfrequency
high-frequency-trading,High Frequency Jump Prediction Project
User: rune-l
deep-learning lstm high-frequency high-frequency-trading jump-prediction stock-jump-prediction attention convolutional-neural-network

sashamakarenko / fixpp
high-frequency-trading,FIX library generated with C++ PreProcessor to be used in latency sensitive context.
User: sashamakarenko
fix financial fix-protocol fixprotocol cplusplus cpp c-plus-plus low-latency hft high-frequency-trading

scottnan / multi-lstm
high-frequency-trading,Multidimensional LSTM for High-Frequency Time Series
User: scottnan
lstm high-frequency-trading

silahian / visualhft
high-frequency-trading,VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
User: silahian
analytics market-analytics market-data tca trading trading-algorithms trading-platform csharp mvvm mvvm-architecture

wangrunji0408 / most
high-frequency-trading,Codes for MO's Trading.
User: wangrunji0408
high-frequency-trading low-latency simd

zbarge / stocklook
high-frequency-trading,crypto currency library for trading & market making bots, account management, and data analysis
User: zbarge
gdax coinbase poloniex cryptocurrency wrapper trading python algo-trading market-making bitcoin