elioneyang Goto Github PK
Type: User
Company: SWUFE
Bio: [email protected]
Type: User
Company: SWUFE
Bio: [email protected]
High Frequency Trading
The book <Advanced Algorithmic Trading> and its source code
Performance analysis of predictive (alpha) stock factors
Github pages for Auto.js documentations
Avellaneda-Stoikov HFT market making algorithm implementation
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
A fork of plotly/dash to help Dash deal with devices.
这个仓库保管从(数据科学学习手札69)开始的所有代码、数据等相关附件内容
Deep Learning papers reading roadmap for anyone who are eager to learn this amazing tech!
This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model"
提供同花顺客户端/国金/华泰客户端/雪球的基金、股票自动程序化交易以及自动打新,支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件
High Frequency Market Making
Hummingbot: a client for crypto market making
结巴中文分词
Linear models including instrumental variable estimators and panel data models
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
Market Maker Strategy Bot.
This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data for the Crypto pair ETHBTC. The data was pulled by me from Binance by subscribing to three different streams - Market Trades, Partial Depth and Orderbook Snapshot. Then these were combined to form the order-book and analysis done on the same.
Python tdx数据接口
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. An increasing number of SOTA Quant research works/papers are released in Qlib.
The QuantLib C++ library
Sample BitMEX Market Making Bot
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Python library for processing Chinese text
Statsmodels: statistical modeling and econometrics in Python
Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.
Python wrapper for TA-Lib (http://ta-lib.org/).
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.