Merge pull request #168 from nkaz001/add-hftbacktest

Add hftbacktest backtesting tool
wilsonfreitas · Nov 12, 2023 · 7f11eb0 · 7f11eb0
2 parents 6590b0e + 11c4f3e
commit 7f11eb0
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diff --git 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