Implementation of HFT backtesting simulator and Stoikov strategy

Simple Market Simulator implementation for HFT stress testing

This is an educational high-frequency trading system simulator built in C++17 with a real-time GUI. It demonstrates HFT concepts through a complete momentum trading strategy using RSI, MACD, and moving averages, with lock-free data structures, work-stealing thread pools, and performance monitoring.

No description available

Context: Supporting material for the paper "Guidelines for Building a Realistic Algorithmic Trading Market Simulator for Backtesting while Incorporating Market Impact" What it does: This is a simplification of the HFT game. We examine, in sequence how different classic financial strategies fair with respect to each other via an orderbook

This project aims to simulate how an HFT (High-Frequency Trading) firm executes its strategies to profit through the stock exchanges. The project also simulates how a stock exchange manages its order book to match and execute orders efficiently using advanced data structures and algorithms to minimize the latency.

A market trading simulator for HFT and day traders to test strategies and analyze performance.

a high-performance matching engine (benchmark) written in rust (actually just an exchange simulator, not enough for hft)

Market Microstructure & Liquidity Simulator for B3 using Mean Field Games (MFG). High-performance numerical solver for coupled HJB-Fokker-Planck systems to model price formation and HFT dynamics.

The High-Frequency Trading (HFT) Simulator is a comprehensive software tool designed to mimic the behavior and strategies of high-frequency trading systems in capital markets.

A program for simulation hft trading

A high-performance HFT exchange simulator featuring a low-latency Rust matching engine and concurrent Go microservices communicating via Kafka.

A full-stack, real-time, high-performance order matching engine and trading simulator built from scratch. This project demonstrates a complete, vertically integrated system featuring a C++ core, a Java persistence layer, a Kafka data pipeline, and a real-time MERN stack dashboard.

High-Frequency Trading Strategy Simulator for Crypto

No description available

Fully Implemented High Frequency Trading Simulator in python

A compact limit order book and matching engine simulator designed to model exchange behavior. It runs events deterministically, logs precise timing, and makes it easy to experiment with order flow, matching rules, and latency effects.

High-Frequency Trading Simulator - A comprehensive Python framework for simulating HFT strategies, backtesting, and market analysis

A C++ simulator that replicates the behaviour of a high-frequency trading (HFT) engine. Simulates an order-matching system where buy and sell orders are processed in real time.

No description available

No description available

No description available

Development repo for STAR Heavy Flavor Tracker (HFT) simulators

Production-grade HFT execution engine: TWAP/VWAP/POV algorithms, ML-based adaptive execution, LOB simulator, and backtesting framework

High-performance HFT simulator with advanced orders (trailing stops, OCO, iceberg), built using Python/FastAPI. Offers real-time market data via WebSockets, REST API for order management, and strong risk controls. Features a web dashboard, multi-order support, and low-latency execution for realistic strategy testing.

Simulated how HFTs monitor orderbook and execute trade

HFT trading simulator

No description available

模擬高併發

No description available