Statistics for topic hft
RepositoryStats tracks 518,991 Github repositories, of these 40 are tagged with the hft topic.
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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.
Open-source Rust framework for building event-driven live-trading & backtesting systems
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.
Open-source Rust framework for building event-driven live-trading & backtesting systems
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.
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.
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
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.
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.
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
A high-performance trading library, written in Mojo and C++, designed to simplify quantitative 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.
Open-source Rust framework for building event-driven live-trading & backtesting systems
Implementation of HFT backtesting simulator and Stoikov strategy
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.
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:
Open-source Rust framework for building event-driven live-trading & backtesting systems