galdamour / openAlgo

:chart: 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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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

• C++
• Hardware Hints
• HFT Linux Kernel Utilities
• Matlab
• MultiCharts
• TradeStation

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