Stars
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…
Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
Algorithmic trading strategies research and execution platform
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Calibrates microprice model to BitMEX quote data
exchange simulator for backtesting high frequency trading strategies
a cpp framework for crypto currentcy tick data backtesting
C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers …
A trading bot for automated algorithmic trading on Binance Futures, Bybit, BitMEX and FTX written in python.
Implementation of HFT backtesting simulator and Stoikov strategy
Examples of nautilus script
Algorithmic Trading in Python with Machine Learning
Algorithmic trading framework for cryptocurrencies.
Portfolio analytics for quants, written in Python
distfit is a python library for probability density fitting.
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Fully functioning fast Limit Order Book written in Python
Simple Market Simulator implementation for HFT stress testing
A fast L2/L3 orderbook data structure, in C, for Python
A grid trading strategy and trading-bot for Binance Exchange.币安交易所网格交易套利策略.稳定量化交易策略
Binance_grid_trader is a grid strategy bot trading with Binance Spot and Binance Futures Exchange. you can use it to trade any pair in Binance Exchange. Binance_grid_trader是一个币安网格策略软件, 目前支持币安现货,USD…