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1. kaspar-hft kaspar-hft Public

   C++20 production HFT system and order book simulator. Turn-key execution algorithm (percentage-of-volume) that follows natural order flow. Queue-position-aware order book simulator, MDP3 decoder, i…

   C++ 30 6

2. llm-assisted-trading-strategy-search llm-assisted-trading-strategy-search Public

   An LLM writes trading strategies as code; a search loop calibrates each one and stress-tests it out of sample against a luck baseline, surfacing the few that hold up. Runs on any Yahoo Finance ticker.

   Python 3

3. FIX-Order-Routing-Client FIX-Order-Routing-Client Public

   FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others

   C++ 22 7

4. CME-Market-Data-Handler CME-Market-Data-Handler Public

   A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)

   C++ 58 24