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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 order books, with real-world crypto market-making examples for Binance Futures
fovi-llc/hftbacktest’s past year of commit activity - machine-learning-for-trading Public Forked from stefan-jansen/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
fovi-llc/machine-learning-for-trading’s past year of commit activity - dspy Public Forked from stanfordnlp/dspy
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fovi-llc/dspy’s past year of commit activity - zipline-reloaded Public Forked from stefan-jansen/zipline-reloaded
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fovi-llc/zipline-reloaded’s past year of commit activity - bcolz-zipline Public Forked from stefan-jansen/bcolz-zipline
A columnar data container that can be compressed.
fovi-llc/bcolz-zipline’s past year of commit activity - sp500 Public Forked from fja05680/sp500
Current and Historical Lists of S&P 500 components since 1996
fovi-llc/sp500’s past year of commit activity - cik-cusip-mapping Public Forked from flatly1140/cik-cusip-mapping
Extract CIK to CUSIP mappings from SEC Forms 13D and 13G filings using the EDGAR system.
fovi-llc/cik-cusip-mapping’s past year of commit activity
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