Discussions

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  Becoming a contributor

  Jonas2019 started May 13, 2024 in General

  

  

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  How to get started (TUTORIAL)

  Mihaug9 started May 6, 2024 in General

  

  

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  Adjusting queue position model and latencies

  artiko88 started May 2, 2024 in General

  

  

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  Preventing losses on market spikes

  szverev started Aug 8, 2023 in Show and tell

  

  

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  2 Asset Backtest (Basis, pairs, 2 exchange arb)

  degloff started Aug 26, 2023 in Ideas

  

  

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  Trading intensity modeling

  sergeysolovev asked Jan 26, 2024 in Q&A · Unanswered

  

  

  

  

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  Why data should be ordered by exchange timestamp

  leftys started Dec 22, 2023 in General

  

  

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  Tardis data questions

  bmouler started Dec 7, 2023 in General

  

  

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  Making a purely event based strategy (rather than time based)

  artiko88 started Dec 4, 2023 in General

  

  

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  Backtest VS Live

  artiko88 started Nov 11, 2023 in General

  

  

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  Guéant Lambda Calculation - Why Divide Depth by 0.5?

  EssamEmad asked Oct 8, 2023 in Q&A · Answered

  

  

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  External libraries

  artiko88 started Aug 29, 2023 in General

  

  

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  Order book imbalance strategy params

  artiko88 started Aug 6, 2023 in General

  

  

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  calibrate the lambda

  TIANRENK asked Aug 14, 2023 in Q&A · Unanswered

  

  

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  Loading sample data and creating eod snapshot

  szverev asked Jun 11, 2023 in Q&A · Answered

  

  

  

  

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  Welcome to hftbacktest Discussions!

  nkaz001 announced May 22, 2023 in Announcements

  

  

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