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Name: Tory Farrell
Type: User
Name: Tory Farrell
Type: User
Implementation of "A stochastic partial differential equation model for limit order book dynamics" by Rama Cont, Marvin S. Mueller
ABIDES: Agent-Based Interactive Discrete Event Simulation
阿布量化交易系统(股票,期权,期货,比特币,机器学习) 基于python的开源量化交易,量化投资架构
The book <Advanced Algorithmic Trading> and its source code
股票AI操盘手:从学习、模拟到实盘,一站式平台。包含股票知识、策略实例、因子挖掘、传统策略、机器学习、深度学习、强化学习、图网络、高频交易、C++部署和聚宽实例代码等,可以方便学习、模拟及实盘交易
Algorithmic trading framework for cryptocurrencies.
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
🤖 Automated multifunctional DeFi trading bot for the KCC ecosystem. Sniping, Front run, Limit orders, Stop Loss, and more...
A lightweight trading bot for automated algorithmic trading on Binance Futures, FTX and BitMEX written in python.
Stock factor mining with CNN and GRU.
Research in Limit Order Book
https://arxiv.org/pdf/1312.5617.pdf
Paper: https://arxiv.org/pdf/2008.12275.pdf
Every day, millions of traders around the world are trying to make money by trading stocks. These days, physical traders are also being replaced by automated trading robots. Algorithmic trading market has experienced significant growth rate and large number of firms are using it. I have tried to build a Deep Q-learning reinforcement agent model to do automated stock trading.
List of awesome resources for machine learning-based algorithmic trading
This repository hosts my reading notes for academic papers.
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。
日内高频回测框架
This is a backtesting demo in Python. Different moving average prices are used to make buy and sell decisions. A Jupyter notebook version is for serial mode. while py version is for multiprocessing. A version for GPU has been tried, but not successful.
A Trading strategy for the Freqtrade crypto bot.
量化交易 程序化交易 QUANT
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
A profitable triangular arbitrage cycles finder.
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.