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adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

advancedkdb

My Submission

aeron

Efficient reliable UDP unicast, UDP multicast, and IPC message transport

afp_public

High frequency market making signal generation in CME futures using Deep Learning

ag-grid

Advanced Data Grid / Data Table supporting Javascript / React / AngularJS / Web Components

ag-grid-and-d3-example

ag-grid, D3, Swagger, React, Redux, socket.io, RXjs, Nodejs, Express, Webpack, Babel, ES6

ag-grid-graphql-apollo

Ag-Grid streaming stress test using GraphQL and Apollo

ag-grid-openfin-example

Example of ag-Grid in Openfin container

algorithm-pattern

算法模板，最科学的刷题方式，最快速的刷题路径，你值得拥有~

algorithmic-market-making

Applied finance project

algos

Fun with numbers

algotrading-example

algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

an-adaptive-order-execution-for-vwap-tracking

anomaliesinoptions

In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.

api_python3

arbitrage-alpaca

DEX-CEX Arbitrage

arbitrage-opportunity-tracker

Track order book depth levels for arbitration opportunities using CCXT Pro

asian-option-pricing-model

Asian option pricing using different methods.

autocomplete-kdb-q

Autocomplete/linter for KDB-Q

autologin

A project to attempt to automatically login to a website given a single seed

automl

Automated Machine Learning Framework for kdb+

avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

avellaneda-stoikov-1

Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.

avellaneda-stoikov-implementation

An implementation of Avellaneda-Stoikov market making model after reading the seminal paper

avellanedastoikov

AS model performance versus trivial delta for market-makers

avellanedastoikovlob

Code repository for my master degree thesis "Estimation of the Avellaneda-Stoikov model in limit order book markets"

awesome-quant-papers

This repository hosts my reading notes for academic papers.

backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

bash-helpers

Helper Functions for bash

benfords-law

Experimenting with Benford's Law