Add hftbacktest backtesting tool

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nkaz001
2023-11-12 08:41:47 -05:00
parent 6590b0eea5
commit 11c4f3e8a2
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@@ -139,6 +139,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [PyLOB](https://github.com/DrAshBooth/PyLOB) - Fully functioning fast Limit Order Book written in Python.
- [PyBroker](https://github.com/edtechre/pybroker) - Algorithmic Trading with Machine Learning.
- [OctoBot Script](https://github.com/Drakkar-Software/OctoBot-Script) - A quant framework to create cryptocurrencies strategies - from backtesting to optimisation to livetrading.
- [hftbacktest](https://github.com/nkaz001/hftbacktest) - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
### Risk Analysis