VisualHFT
@visualhft
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π Dive deep into market microstructure to reveal real-time, intricate market behaviors. π See what others miss in the market for a smarter trading edge.
Joined November 2023
Search for VisualHFT on github to find the full open srouce project.
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We just published the getting-started guide the community asked for (GitHub Issue #3). Clone. Build. Live order book data in under 10 minutes. What VisualHFT gives you out of the box: β 10+ depth levels per side, real time β VPIN (flow toxicity, Easley et al. 2012) β LOB
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We just hit 1k stars on the open-source VisualHFT repo. Itβs not a big number, sure, but for us, itβs a bit more than that. If you're managing a desk and you feel like you're guessing why your slippage is high, have a look at the repo. Point it at your order book and see the
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Liquidity could be hidden, but that, does not mean you cannot discovered deep into the microstructure. We are building advanced metrics. #visualhft #markets #microstructure #liquidity
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Every finance person needs to watch this episode from season 4 of Industry:
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What powers #VisualHFT under the hood? The open-source repo isnβt just a set of connectors and widgets (plugins), itβs a full framework for high-performance market analytics. β Pub/Sub data bus for clean modularity β Custom object pooling to minimize GC pressure β Optimized
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We just hit 1k stars on the open-source #VisualHFT repo. Small achievement, and a challenge to keep growing the community. #hft #marketmicrostructure #electronictrading #fintech @visualhft
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The following paper leveraged #VisualHFT to study the Probability of Informed Trading in volatile market conditions. https://t.co/Kjh8FcJkhU βIn this research, we analyze the liquidity of the QQQ ETF during the trading session of 2024-08-01βa high-volume, high-volatility dayβto
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Iβve often been asked how VisualHFT is built. Well, here is a hint π This is fully available with full open source code in github. We are looking forward to hearing from the community to see what we can build together. #software #quants #opensource #github #visualHFT
What powers #VisualHFT under the hood? The open-source repo isnβt just a set of connectors and widgets (plugins), itβs a full framework for high-performance market analytics. β Pub/Sub data bus for clean modularity β Custom object pooling to minimize GC pressure β Optimized
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What powers #VisualHFT under the hood? The open-source repo isnβt just a set of connectors and widgets (plugins), itβs a full framework for high-performance market analytics. β Pub/Sub data bus for clean modularity β Custom object pooling to minimize GC pressure β Optimized
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A Python library for options pricing (free on GitHub):
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We just rolled out something important in our open-source project #VisualHFT: β
Real-time integration with the main crypto exchanges: @binance
@CoinbaseExch
@Bitstamp
@krakenfx
@Gemini
@kucoincom It is ready and free to use, and with source code fully available. The
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