3 results found Sort:

silahian
VisualHFT silahian
152
755
apache-2.0
36
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 ...
tca wpf mvvm csharp wpf-ui trading analytics market-data mvvm-pattern wpf-application limit-order-book market-analytics trading-platform mvvm-architecture trading-algorithms high-frequency-data orderbook-tick-data market-microstructure high-frequency-trading high-frequency-analytics
Created 2022-09-20
252 commits to master branch, last one 3 months ago
jialuechen
pytca jialuechen
5
134
bsd-2-clause
4
Python Library for Transaction Cost Analysis (TCA)
gpu jax python order-book propagator statistics data-science price-impact best-execution limit-order-book algorithmic-trading high-frequency-data quantitative-finance reinforcement-learning
Created 2024-06-28
55 commits to main branch, last one 11 days ago
FinancialComputingUCL
LOBFrame FinancialComputingUCL
24
108
unknown
3
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
econophysics deep-learning research-paper limit-order-book financial-markets high-frequency-data market-microstructure
Created 2024-03-02
19 commits to main branch, last one 5 months ago