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aat

Asynchronous, event-driven algorithmic trading in Python and C++

awesome-python-code-formatters

A curated list of awesome Python code formatters

book-1

book_resources

books

A collection of Mathematics + CS + what have you related books collected over the years for school 🎓 and personal reading 📚.

c-programming-books

A collection of useful books and papers for learning and programming in ANSI C

ccapi

A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.

cpp_book

cpptrader

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

crypto_data

data_books

data books i have collected

decisiveml

Machine learning end-to-end research and trade execution

e-book

各方面的电子书籍

finm33150_quanttradingstrats

[FINM 33150] (Winter 2022) Regression Analysis and Quantitative Trading Strategies | Professor: Brian Boonstra

finmathematics

Books

geneticalgorithm

Genetic Algorithm Package for Python

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.

hummingbot

Open source software that helps you create and deploy high-frequency crypto trading bots

jump-orderbook

Coding exercise I did ages ago for a Jump Trading interview

kungfu

Kungfu Trader

lead-lag

Estimation of the lead-lag parameter from non-synchronous data.

learngit

machine_learning_bookshelf

机器学习深度学习相关书籍、课件、代码的仓库。 Machine learning is the warehouse of books, courseware and codes.

ml_monorepo

super-monorepo for machine learning and algorithmic trading

mlalgorithms

Minimal and clean examples of machine learning algorithms implementations

nanomq

Ultra low latency messaging kernel

orderbook

A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go version)

pdf-dump

A dump of all the data science materials (mostly pdf's) that I have accumulated over the years

pythondocument

translate python documents to Chinese for convenient reference 简而言之，这里用来存放那些Python文档君们，并且尽力将其翻译成中文~~

quant-notes

Quantitative Interview Preparation Guide, updated version here ==>