#Execution-strategies
Showing 2 of 2 repositories tagged #execution-strategies, ranked by stars
mansoor-mamnoon
limit-order-book
High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.
Score
100
★ 70
⑂ 22
+1/day
C++
sjdKRM
EPAT
Executive Programme in Algorithmic Trading by QuantInsti
Score
0
★ 10
⑂ 2
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