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  • 👋 Hi, I’m @345161974
  • 👀 I’m interested in HFT.
  • 🌱 I’m currently learning c++.
  • 💞️ I’m looking to collaborate on HFT System.
  • 📫 How to reach me [email protected]

Lucas's Projects

as_eie icon as_eie

Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data

as_isac icon as_isac

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

asap icon asap

A C++ header-only library for creating, displaying, iterating and manipulating dates

bilibili-plus icon bilibili-plus

课程视频、PPT和源代码:侯捷C++系列;台大郭彦甫MATLAB

contextswitch icon contextswitch

Little micro-benchmark for Linux to test the cost of context switching and system calls

ctp icon ctp

ctp ineterface of golang

ctp-swig icon ctp-swig

swigged ctp library for java, csharp, python, ruby, R, matlab and etc.

ctptest icon ctptest

用ctp官方接口写的一个简单demo,具备行情、交易、k线数据以及策略功能,可以连接simnow模拟交易

efvicap icon efvicap

erfvicap is a packet capture tool for network adapters from Solarflare

evpp icon evpp

A modern C++ network library for developing high performance network services in TCP/UDP/HTTP protocols.

exprtk icon exprtk

C++ Mathematical Expression Parsing And Evaluation Library

fmz_strategies icon fmz_strategies

quantitative trading with Javascript, Python, C++, Blockly, MyLanguage(麦语言)

ftdc icon ftdc

implement ftdc protocol of CTP in java

ftdc_api icon ftdc_api

上期技术CTP api的DIY实现,测试用途!~

gamma-ray icon gamma-ray

High frequency trading bot for crypto currencies

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