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Oleksandr Anufriyev's Projects

fxcollect icon fxcollect

Automate the simultaneous collection of historical and live financial data from FXCM

fxcpy icon fxcpy

fxcpy is an open-soured python implementation of the Forexconnect API SDK offered by FXCM

fxrt icon fxrt

Realtime FX prices from the Oanda broker.

good-morning icon good-morning

Simple Python module for downloading fundamental financial data from financials.morningstar.com.

gs-quant icon gs-quant

Python toolkit for quantitative finance

hft icon hft

real high-frequency-trading system based on c++

hft-orderbook icon hft-orderbook

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

hft-pairs-trading icon hft-pairs-trading

High Frequency Pairs Trading Based on Statistical Arbitrage (Python) :moneybag:

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.

hftframework icon hftframework

Market making algorithmic trading framework used to test reinforcement learning on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

hrp icon hrp

Hierarchical Risk Parity Based Paper Replication and Experiments

hrp-3 icon hrp-3

Run hierarchical risk parity algorithms

ib-product-parser icon ib-product-parser

Simple command line application to parse Interactive Brokers products from their site.

ib-scripts icon ib-scripts

Python scripts that use the Interactive Brokers TWS API

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