nkaz001/hftbacktest

Framework for quantitative strategies development, backtesting and live execution.

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

Replay console for hftbacktest market-making backtests: order book, queue position of every resting order, feed and order latency, fills and the raw feed from the collector, on real recorded Binance Futures data. Rust runner on the hftbacktest crate, text-mode dashboard. A backtester, not a trading bot.

An open-source, high-performance quantitative trading framework in C++/Python focused on strategy analysis and backtesting Trading model R&D · Ultra-fast engine · Efficient backtesting

A Light Event-Driven Algorithmic Trading Engine

This framework provides robust tools for backtesting, forward trading, and live trading. Simulates over 400 exchanges, and supports HFT real-time trading with tickdata websocket feed from Binance over Mexc to Pancakeswap. Easy to set up, requiring as few as 3 lines of code to start trading.

AI-powered backtesting framework for Claude Code - from idea to live trading in one workflow. 21 commands, 4 exchanges, macro data via MCP.

BackTest and Run CryptoCurrency Trading Strategies

C++20 production HFT system and order book simulator. Turn-key execution algorithm (percentage-of-volume) that follows natural order flow. Queue-position-aware order book simulator, MDP3 decoder, iLink 3, PCAP replay, custom actor framework with overhead of a few nanoseconds. Same strategy code in backtesting and live trading.