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avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

blpwrapper

RBloomberg and related

clusterr

Gaussian mixture models, k-means, mini-batch-kmeans and k-medoids clustering

cookiecutter-dash

Cookiecutter Dash is a tool to start developing Dash apps quickly.

cookiecutter-dash-1

A cookiecutter to generate Dash app skeletons.

cookiecutter-dash-app

Cookiecutter template for making a minimal dash app, deployable to Heroku

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

cryptoexchange.net

Base for exchanges

ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning

dash_in_flask_msal

Dash Apps in a Flask App with Microsoft Authentication and Docker Deployment

dbda2

R code from Doing Bayesian Data Analysis, 2nd edition, by John Kruschke, in one convenient package.

deeplearning

A deep neural network package for R

elitequant_python

Python quantitative trading and investment platform; Python3 based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.

etf_investement_portfolio

Monitoring an ETF Portfolio in R

fastapi-saas-base

Fast API SAAS Base App

featureselection

Feature Selection in R using glmnet-lasso, xgboost and ranger

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

freqtrade

Free, open source crypto trading bot

full-blockchain-solidity-course-py

Ultimate Solidity, Blockchain, and Smart Contract - Beginner to Expert Full Course | Python Edition

gamma-ray

High frequency trading bot for crypto currencies

gekko-strategies

Strategies to Gekko trading bot with backtests results and some useful tools.

ggfortify

Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.

hummingbot

Hummingbot: a client for crypto market making

imdfa

I-MDFA

instabot-trader

Algorithmic Bitcoin Trading

lob_algotrading

Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.01446

microprice

order-book-heatmap

OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.

pairstrading

Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.