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The book <Advanced Algorithmic Trading> and its source code
An algorithmic trading robot written in Python.
Avellaneda-Stoikov HFT market making algorithm implementation
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
Basic template for managing Backtrader backtests.
A Simple Penny-Jumping strategy for CoinCheck.jp
深度学习以进行时间序列预测
High frequency trading bot for crypto currencies
Python class for generation and parameter estimation of multivariate Hawkes processes
High Frequency Market Making
High Frequency Trading Strategies
Analysis of High Frequency Trading on Bitcoin exchanges
High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)
Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
Self-hosted crypto trading bot (automated high frequency market making) written in C++
Framework for Quantitative Finance and Algorithmic Trading
Framework for Quantitative Finance and Algorithmic Trading
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
基于LSTM的时间序列预测研究
Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
This is for the capstone project "Optimal Execution of a VWAP order".
Literature survey of order execution strategies implemented in python
Simulator of a basic order book flow and order execution
Ornstein-Uhlenbeck process simulators and estimators
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Generate realizations of stochastic processes in python.
天池“资金流入流出预测——挑战baseline”的解决方案,线上效果143.5
One pointer wide trait objects which are also FFI safe, allowing traits to be passed to/from and implemented by C ABI code.
基于统计学的时间序列预测(AR,ARM).
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.