Skip to content

💹 openAlgo is a public repository for various work product relavant to algorithms and the high frequency low latency electronic trading space with a bias toward market microstructure as well as exchange traded futures and options.

Notifications You must be signed in to change notification settings

FX31337/openAlgo

 
 

Repository files navigation

Project Status: Active

		 ██████╗ ██████╗ ███████╗███╗   ██╗ █████╗ ██╗      ██████╗  ██████╗
		██╔═══██╗██╔══██╗██╔════╝████╗  ██║██╔══██╗██║     ██╔════╝ ██╔═══██╗
		██║   ██║██████╔╝█████╗  ██╔██╗ ██║███████║██║     ██║  ███╗██║   ██║
		██║   ██║██╔═══╝ ██╔══╝  ██║╚██╗██║██╔══██║██║     ██║   ██║██║   ██║
		╚██████╔╝██║     ███████╗██║ ╚████║██║  ██║███████╗╚██████╔╝╚██████╔╝
		 ╚═════╝ ╚═╝     ╚══════╝╚═╝  ╚═══╝╚═╝  ╚═╝╚══════╝ ╚═════╝  ╚═════╝

openAlgo is a public repository for various work product relavant to algorithms and the high frequency low latency electronic trading space with a bias toward market microstructure as well as exchange traded futures and options.

The repository is divided in to sections for a modest amount of organization across interests and software used.

Sections

Setup

This repository uses submodules

git clone --recursive https://github.com/mtompkins/openAlgo.git

Update

The submodules require an extra step

git pull
git submodule update --remote --merge

Revision: 5780.25390

About

💹 openAlgo is a public repository for various work product relavant to algorithms and the high frequency low latency electronic trading space with a bias toward market microstructure as well as exchange traded futures and options.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • MATLAB 53.9%
  • C++ 27.5%
  • HTML 10.8%
  • C 6.6%
  • Batchfile 0.4%
  • JavaScript 0.4%
  • Other 0.4%