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Chauncey's Projects

ai-for-trading icon ai-for-trading

code repository for Udacity nanodegree Artificial Intelligence for Trading

avellaneda-stoikov-1 icon avellaneda-stoikov-1

Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

crosssection icon crosssection

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

crypto-rl icon crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

cs229-2018-autumn icon cs229-2018-autumn

All notes and materials for the CS229: Machine Learning course by Stanford University

gecco_2016 icon gecco_2016

Behavioral Diversity in Semantic Genetic Programming

gpquant icon gpquant

Mining technical factors based on symbolic regression via genetic algorithm

hft-orderbook icon hft-orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

hft-price-prediction icon hft-price-prediction

A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

hftbacktest icon hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

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