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Latency benchmarks of Unix IPC mechanisms
Create and Parse NASDAQ Itch Messages in Python
Fast implementation of an ITCH order book
jump trading tech assignment
Libtrading, an ultra low-latency trading connectivity library for C and C++.
Something something libuv something
bitstamp real time console based limit order book
Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.01446
Seed code for Low Latency C++ Workshop
Theory study and practice about market microstructure
This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data for the Crypto pair ETHBTC. The data was pulled by me from Binance by subscribing to three different streams - Market Trades, Partial Depth and Orderbook Snapshot. Then these were combined to form the order-book and analysis done on the same.
Market microstructure research
A study of the Glosten and Milgrom model for market making
moscow exchange hft oriented terminal unfinished
A bounded multi-producer multi-consumer lock-free queue written in C++11
Market Making / Stat Arb strategy
Baruch course - Market Microstructure
Low Latency C++11 Logging Library
Building a time series momentum strategy for Oanda by following this guide: https://www.oreilly.com/learning/algorithmic-trading-in-less-than-100-lines-of-python-code
Limit order book event processing and visualisation
An open source OEMS, and intraday algorithmic trading platform in modern C++ for professional quant
An option valuation webapp in Python
Interactive visualization of the CRR binomial options pricing model
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.