trade-frame
roq-samples
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| trade-frame | roq-samples | |
|---|---|---|
| 14 | 8 | |
| 425 | 154 | |
| - | 0.6% | |
| 9.0 | 8.8 | |
| about 1 month ago | 17 days ago | |
| C++ | C++ | |
| GNU General Public License v3.0 or later | BSD 3-clause "New" or "Revised" License |
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.
trade-frame
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Automated Trading
I might be breaking rule #6, but you could take a look at https://github.com/rburkholder/trade-frame, it knows how to deal with options (pricing & greeks), works with chains, can make entrance / exits based upon underlying, knows some combinations, can take profit, handle stops ....
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What do you use for theta strategy backtesting?
I run https://github.com/rburkholder/trade-frame to collect options data, run it on paper trading, and change algorithms nightly to try new stuff.
- trade-frame: NEW Derivatives and Hedging - star count:316.0
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Can ninja trader handle a ES scalping algo which follows price using a super short time frame or tick by tick?
My code is based upon https://github.com/rburkholder/trade-frame, which is at commit 2439. I have a development repository sitting at commit 3742 with a substantial bit more ES related L2 and option management.
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Option algotrading
What are you using for c++ app? Is there something we could mix together with https://github.com/rburkholder/trade-frame? I have a greeks calculator in there.
- trade-frame: NEW Derivatives and Hedging - star count:227.0
roq-samples
What are some alternatives?
tvdatafeed - A simple TradingView historical Data Downloader
gocryptotrader - A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.
opentick - A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
Krypto-trading-bot - Self-hosted crypto trading bot (automated high frequency market making) written in C++
roq-api - The C++23 interfaces used to communicate between trading strategies and market gateways.
TOSDataBridge - A collection of resources for pulling real-time streaming data off of TDAmeritrade's ThinkOrSwim(TOS) platform; providing C, C++, Java and Python interfaces.
wondertrader - WonderTrader——量化研发交易一站式框架
Wizardry - 💫 Wizardry is an open-source CLI for building powerful algorithmic trading strategies 交易框架
algotrading - Algorithmic trading framework for cryptocurrencies.
moneymanagerex - Money Manager Ex is an easy to use, money management application built with wxWidgets
tardis-node - Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js