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aioquant

Asynchronous event I/O driven quantitative trading framework.

algorithmictrading

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver. Therefore, much of the analysis are correct and give an indication how these methods work.

algotrading-example

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

almgren-chriss-optimal-execution

alphasickle

多因子指数增强策略/多因子全流程实现

arch

ARCH models in Python

axorderbook

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。

bulbea

:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

bybit-smm

bybit simple market maker

c-binance-future-quant

低成本，高效率，简单实现的币安合约量化系统架构

collect-binancefutures

Collect BinanceFutures's trade and orderbook(depth) feeds.

concurrency

Learning Concurrency in Python

data

deepdow

Portfolio optimization with deep learning.

deeplearningnotes

机器学习和量化分析学习进行中

eigenportfolios

In this project, we will explore the usage of Principal Component Analysis to model market behavior within an industry. Furthermore, we will explore the interpretation of top eigenvectors as portfolios to create trading strategies.

example

finance_news_analysis

金融新闻数据挖掘分析

haoel.github.io

hengtrader

Cryptocurrency Algorithmic Trading Framework

hft

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

hft-server-settings

Collection of tidbits for HFT server config.

hftbacktest

high frequency trading backtesting tool of limit orders and its queue position with latency based on full trade/orderbook tick data

highfrequencytradingsvms

This project implements a high frequency trading strategy that utilizes Support Vector Machines to capture statistical arbitrage in the pricing of Class A and Class C Google stocks.

jekyll-bootstrap

The quickest way to start and publish your Jekyll powered blog. 100% compatible with GitHub pages.

kaggle-toxic-starter

Extensible starter code for the Kaggle competition:

marketmaker

micro_price

mm-toolbox

toolbox of fast mm-related funcs

opensource-hft