hftbacktest
stable

Tutorials

  • Data Preparation
  • Getting Started
  • Working with Market Depth and Trades
  • Integrating Custom Data
  • High-Frequency Grid Trading
  • Impact of Order Latency
  • Guéant–Lehalle–Fernandez-Tapia Market Making Model and Grid Trading
  • Making Multiple Markets
  • Probability Queue Position Models
  • Examples

User Guide

  • Data
  • Latency Models
  • Order Fill
  • JIT Compilation Overhead

API Reference

  • Initialization
  • Backtester
  • Asset Types
  • Order Latency Models
  • Queue Models
  • Stat
  • Data Validation
  • Data Utilities
  • Index
hftbacktest
  • Search

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