hftbacktest
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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
Risk Mitigation through Price Protection in Extreme Market Conditions
Examples
User Guide
Data
Latency Models
Order Fill
JIT Compilation Overhead
Debugging Backtesting and Live Discrepancies
API Reference
Initialization
Backtester
Asset Types
Order Latency Models
Queue Models
Stat
Data Validation
Data Utilities
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hftbacktest
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