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💹 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.

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cclam0827/openAlgo

 
 

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Project Status: Active

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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

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💹 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.

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