hftbacktest
Tutorials
Data Preparation
Getting Started
Working with Market Depth and Trades
Integrating Custom Data
Making Multiple Markets - Introduction
High-Frequency Grid Trading
Impact of Order Latency
Order Latency Data
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
Migration To v2
Data
Latency Models
Order Fill
JIT Compilation Overhead
Debugging Backtesting and Live Discrepancies
API Reference
Initialization
Backtester
Constants
Statistics
Data Validation
Data Utilities
Index
hftbacktest
Examples
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Examples
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