{"repo":"pushkarkumarvats/OmniQuant","free":true,"listed":false,"github":"https://github.com/pushkarkumarvats/OmniQuant","clone":"git clone https://github.com/pushkarkumarvats/OmniQuant.git","description":"Unified Quantitative Research & Trading Framework - Copyright protected","language":"Python","stars":10,"topics":["algorithmic-trading","backtesting","data-science","deep-learning","finance","finance-management","hft-trading","high-frequency-trading","machine-learning","open-source"],"license":null,"category":"trading","readme_excerpt":"OmniQuant Quantitative trading research & simulation platform — a hybrid Python / Rust / TypeScript system for strategy research, alpha generation, backtesting, and execution simulation. The platform includes a native Rust Order Management System with a BTreeMap limit-order book, ITCH 5.0 parser, and append-only event journal, bridged to a Python ML/alpha layer and a Next.js monitoring dashboard. Disclaimer: This is a research and simulation platform. Do not deploy against live markets without independent validation, additional hardening, and proper regulatory compliance. --- Architecture Overview --- What's Implemented vs. Planned The table below distinguishes working functionality from items that are planned / API-only . Component Status Notes --- --- --- Rust OMS — BTreeMap LOB, matching, BBO ✅ Working native/oms-core Rust OMS — ITCH 5.0 parser ✅ Working 20 message types Rust OMS — Append-only event journal ✅ Working WAL + snapshots Rust OMS — FPGA risk gate ⚠️ Software reference PCIe DMA integration planned Rust OMS — DPDK / io uring 🔲 Planned Feature-gated, not implemented Python — Momentum strategy ✅ Working Z-score, configurable thresholds Python — Market Making (A-S framework) ✅ Working Reservation price, order tracking Python — Statistical Arbitrage ✅ Working Pairs trading, spread Z-score Python — RL agent (DQN) ⚠️ Prototype Random-env training; no real data loop ML — LSTM, Transformer, XGBoost, Ensemble, ARIMA-GARCH ✅ Working Training + prediction pipelines Portfol","default_branch":null,"files":null,"tree":[],"storefront":"/r/pushkarkumarvats","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/pushkarkumarvats/OmniQuant/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}