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Search results for high frequency trading limit order book

high-frequency-trading x

limit-order-book x

8 search results found

Sgx Full Orderbook Tick Data Trading Strategy ⭐ 1,151

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Hft Orderbook ⭐ 757

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

Hftbacktest ⭐ 753

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

Visualhft ⭐ 590

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.

Gym Continuousdoubleauction ⭐ 87

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.

Pylimitorderbook ⭐ 29

Limit Order Book Implemented in Python

L3 Order Book and Matching Engine Implementaion in Java

Limit order book (LOB) driven simultaneous time-series estimation in real-market-microstructure

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1-8 of 8 search results

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