visualhft's profile picture. 🚀 Dive deep into market microstructure to reveal real-time, intricate market behaviors.
🚀 See what others miss in the market for a smarter trading edge.

VisualHFT

@visualhft

🚀 Dive deep into market microstructure to reveal real-time, intricate market behaviors. 🚀 See what others miss in the market for a smarter trading edge.

The following paper leveraged #VisualHFT to study the Probability of Informed Trading in volatile market conditions. papers.ssrn.com/sol3/papers.cf… “In this research, we analyze the liquidity of the QQQ ETF during the trading session of 2024-08-01—a high-volume, high-volatility day—to…

visualhft's tweet image. The following paper leveraged #VisualHFT to study the Probability of Informed Trading in volatile market conditions.

papers.ssrn.com/sol3/papers.cf…
“In this research, we analyze the liquidity of the QQQ ETF during the trading session of 2024-08-01—a high-volume, high-volatility day—to…

VisualHFT รีโพสต์แล้ว

I’ve often been asked how VisualHFT is built. Well, here is a hint 👇 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 isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics. → Pub/Sub data bus for clean modularity → Custom object pooling to minimize GC pressure → Optimized…

visualhft's tweet image. What powers #VisualHFT under the hood?

The open-source repo isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics.

→ Pub/Sub data bus for clean modularity 
→ Custom object pooling to minimize GC pressure
→ Optimized…
visualhft's tweet image. What powers #VisualHFT under the hood?

The open-source repo isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics.

→ Pub/Sub data bus for clean modularity 
→ Custom object pooling to minimize GC pressure
→ Optimized…
visualhft's tweet image. What powers #VisualHFT under the hood?

The open-source repo isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics.

→ Pub/Sub data bus for clean modularity 
→ Custom object pooling to minimize GC pressure
→ Optimized…
visualhft's tweet image. What powers #VisualHFT under the hood?

The open-source repo isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics.

→ Pub/Sub data bus for clean modularity 
→ Custom object pooling to minimize GC pressure
→ Optimized…


What powers #VisualHFT under the hood? The open-source repo isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics. → Pub/Sub data bus for clean modularity → Custom object pooling to minimize GC pressure → Optimized…

visualhft's tweet image. What powers #VisualHFT under the hood?

The open-source repo isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics.

→ Pub/Sub data bus for clean modularity 
→ Custom object pooling to minimize GC pressure
→ Optimized…
visualhft's tweet image. What powers #VisualHFT under the hood?

The open-source repo isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics.

→ Pub/Sub data bus for clean modularity 
→ Custom object pooling to minimize GC pressure
→ Optimized…
visualhft's tweet image. What powers #VisualHFT under the hood?

The open-source repo isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics.

→ Pub/Sub data bus for clean modularity 
→ Custom object pooling to minimize GC pressure
→ Optimized…
visualhft's tweet image. What powers #VisualHFT under the hood?

The open-source repo isn’t just a set of connectors and widgets (plugins), it’s a full framework for high-performance market analytics.

→ Pub/Sub data bus for clean modularity 
→ Custom object pooling to minimize GC pressure
→ Optimized…

VisualHFT รีโพสต์แล้ว

A Python library for options pricing (free on GitHub):

pyquantnews's tweet image. A Python library for options pricing (free on GitHub):

We just rolled out something important in our open-source project #VisualHFT: ✅ 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…

visualhft's tweet image. We just rolled out something important in our open-source project #VisualHFT:

✅ 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…

VisualHFT รีโพสต์แล้ว

apply here 👇 wellfound.com/l/2Bn6nm


Limit Order Book (LOB) Imbalance for Traders

visualhft's tweet image. Limit Order Book (LOB) Imbalance for Traders

Is VisualHFT Compatible with #macOS? We hear this question a lot — and here’s the deal: VisualHFT is built on .NET/WPF, which is a Windows-native framework. Although it isn’t natively compatible with macOS, many of our users successfully run it on Macs using virtual machines…

visualhft's tweet image. Is VisualHFT Compatible with #macOS?

We hear this question a lot — and here’s the deal:

VisualHFT is built on .NET/WPF, which is a Windows-native framework. 
Although it isn’t natively compatible with macOS, many of our users successfully run it on Macs using virtual machines…

Why L3 market data matters 👇 Because it goes beyond top-of-book snapshots and delivers every single order event—placements (adds), updates, cancels and matches, all in real time. That order-by-order view helps you spot hidden features of the limit order book and anticipate…


VisualHFT รีโพสต์แล้ว

Having Level 3 market data means that the insights we can get from the market could be extremely interesting. For example: - Trackinf liquidity flows order by order - spot hidden iceberg orders as they surface - ability to adapt the execution tactics on the fly based on these…

We get asked all the time series: What’s the real difference between our #VisualHFT on GitHub and the commercial version? On #GitHub you’ll find the essentials: connectors to major crypto exchanges, L2 order-book snapshots, and a friendly community sharing ideas and plugins.…

visualhft's tweet image. We get asked all the time series:

What’s the real difference between our #VisualHFT on GitHub and the commercial version?

On #GitHub you’ll find the essentials: connectors to major crypto exchanges, L2 order-book snapshots, and a friendly community sharing ideas and plugins.…


We get asked all the time series: What’s the real difference between our #VisualHFT on GitHub and the commercial version? On #GitHub you’ll find the essentials: connectors to major crypto exchanges, L2 order-book snapshots, and a friendly community sharing ideas and plugins.…

visualhft's tweet image. We get asked all the time series:

What’s the real difference between our #VisualHFT on GitHub and the commercial version?

On #GitHub you’ll find the essentials: connectors to major crypto exchanges, L2 order-book snapshots, and a friendly community sharing ideas and plugins.…

VisualHFT รีโพสต์แล้ว

We wrote an interesting a very interesting article related to this: visualhft.com/post/volume-sy… Showcasing how users can use VPIN in our platform

VPIN stands for Volume Synchronized Probability of Informed Trading.🙂 Check out the original paper: Flow toxicity and liquidity in a high-frequency world by David Easley, @lopezdeprado and Maureen O'Hara: papers.ssrn.com/sol3/papers.cf…



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