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rdingwall avatar

rdingwall/go-quantcup

0
View on GitHub↗
98 stars·40 forks·Go·6 views

Go Quantcup

Port of winning www.quantcup.org competition entry (implementing a fast stock exchange matching engine for an HFT bot) from C to Go. Emphasis on Go language features and style over raw performance.

Features

  • Advanced Research - Competitive programming resources for quantitative finance.

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Frequently asked questions

What does rdingwall/go-quantcup do?

Port of winning www.quantcup.org competition entry (implementing a fast stock exchange matching engine for an HFT bot) from C to Go. Emphasis on Go language features and style over raw performance.

What are the main features of rdingwall/go-quantcup?

The main features of rdingwall/go-quantcup are: Advanced Research.

What are some open-source alternatives to rdingwall/go-quantcup?

Open-source alternatives to rdingwall/go-quantcup include: adamtibi/lstm-fx — This is the companion code to Pragmatic LSTM for a Forex Time Series. So, if you want to understand the intention of… auquan/tutorials — IPython notebooks for trading and math tutorials. You can view these here in github, or you can download and run… crypto-toolbox/hft-orderbook — Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in C. felipessalvatore/fin2vec. git-disl/bert4eth — This is the repo for the code (TensorFlow version) and datasets used in the paper BERT4ETH: A Pre-trained Transformer… ivopetiz/crypto-database — Database to store all data from crypto exchanges, currently working with Binance, Bittrex, Cryptopia and Poloniex.