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Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
My Submission
Efficient reliable UDP unicast, UDP multicast, and IPC message transport
High frequency market making signal generation in CME futures using Deep Learning
Advanced Data Grid / Data Table supporting Javascript / React / AngularJS / Web Components
ag-grid, D3, Swagger, React, Redux, socket.io, RXjs, Nodejs, Express, Webpack, Babel, ES6
Ag-Grid streaming stress test using GraphQL and Apollo
Example of ag-Grid in Openfin container
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~
Applied finance project
Fun with numbers
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
DEX-CEX Arbitrage
Track order book depth levels for arbitration opportunities using CCXT Pro
Asian option pricing using different methods.
Autocomplete/linter for KDB-Q
A project to attempt to automatically login to a website given a single seed
Automated Machine Learning Framework for kdb+
Avellaneda-Stoikov HFT market making algorithm implementation
Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
AS model performance versus trivial delta for market-makers
Code repository for my master degree thesis "Estimation of the Avellaneda-Stoikov model in limit order book markets"
This repository hosts my reading notes for academic papers.
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Helper Functions for bash
Experimenting with Benford's Law
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.