John-Trager
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Trading
Open-source Rust framework for building event-driven live-trading & backtesting systems
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
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 dynami…
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
Fast, Multi threaded and Efficient Trade Matching Engine
Matching Engine for Limit Order Book in Golang
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
A fast L2/L3 orderbook data structure, in C, for Python
A multi-asset matching engine for market places of all sizes
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
QuantSC Spring '23 Project
Avellaneda-Stoikov HFT market making algorithm implementation
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…
Cross Exchange/Hedged market making Trading Bot in C++
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.