From 11c4f3e8a28f7cbff4c5b4e81d36d1472b76db82 Mon Sep 17 00:00:00 2001 From: nkaz001 Date: Sun, 12 Nov 2023 08:41:47 -0500 Subject: [PATCH] Add hftbacktest backtesting tool --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 3f931e9e..8f26a0a0 100644 --- a/README.md +++ b/README.md @@ -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