#
nayefc
Follow
Lists (9)
Starred repositories
819
results
for source starred repositories
Clear filter
Eclipse iceoryx2™ - true zero-copy inter-process-communication in pure Rust
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…
Stream, transform, and route PostgreSQL data in real-time.
A single producer single consumer lock free queue that utilizes copy / move assignment to transfer messages. Achieves a top performance, faster than many of the leading SPSC queues.
Framework for building low latency clients on top of TCP.
A tool for extracting and analyzing a company's finances
Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing
JS library for creating high-performance grid-based applications
A multi-factor equity risk model for quantitative trading.
An algorithmic sandbox for Jane Street's game, "Figgie"
Minimal PgBouncer image that is easy to configure
A curated list of practical financial machine learning tools and applications.
A library for financial options pricing written in Python.
[Start here!] Flow-IPC - Modern C++ toolkit for high-speed inter-process communication (IPC)
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price change
High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies
A Git-compatible VCS that is both simple and powerful