HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm " (by javifalces)
hftbacktest
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. (by nkaz001)
HFTFramework | hftbacktest | |
---|---|---|
4 | 16 | |
125 | 1,066 | |
- | - | |
8.0 | 9.2 | |
3 months ago | 5 days ago | |
MQL5 | Rust | |
Apache License 2.0 | MIT License |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
HFTFramework
Posts with mentions or reviews of HFTFramework.
We have used some of these posts to build our list of alternatives
and similar projects.
hftbacktest
Posts with mentions or reviews of hftbacktest.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2022-08-24.
What are some alternatives?
When comparing HFTFramework and hftbacktest you can also consider the following projects:
a3c_trading - Trading with recurrent actor-critic reinforcement learning
barter-rs - Open-source Rust framework for building event-driven live-trading & backtesting systems
market-making-backtest - algo trading backtesting on BitMEX
AXOrderBook - A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。
cryptostore - A scalable storage service for cryptocurrency data
algotrading - Algorithmic trading framework for cryptocurrencies.
SGX-Full-OrderBook-Tick-Data-Trading-Strategy - Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
collect-binancefutures - Collect BinanceFutures's trade and orderbook(depth) feeds.