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awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

goldman-sachs-quantitative-strategies-research-notes

Goldman Sachs - Quantitative Strategies Research Notes

handson-ml2

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.

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.

hsbc-limit-order-book-data-project-

This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms (including a CNN and decision tree model) to level-2 limit order book data and creating an accompanying trading strategy that could generate profits in active trading.

hummingbot

Open source software that helps you create and deploy high-frequency crypto trading bots

hummingbot-kubernetes

Running hummingbot on kubernetes

islr-python

An Introduction to Statistical Learning (James, Witten, Hastie, Tibshirani, 2013): Python code

open-transactions

Open-Transactions democratizes financial and monetary actions. You can use it for issuing currencies/stock, paying dividends, creating asset accounts, sending/receiving digital cash, writing/depositing cheques, cashier's cheques, creating basket currencies, trading on markets, scripting custom agreements, recurring payments, escrow, etc. Open-Transactions uses strong crypto. The balances are unchangeable (even by a malicious server.) The receipt history is destructible. The transactions are unforgeable. The cash is untraceable. The cheques are non-repudiable. Etc.

price_direction_forecast

python-api

qdx-presentation-2015-12-11

Presentation on Quedex given on 2015-04-28

quickfixn

QuickFIX/n implements the FIX protocol on .NET.

reinforcement-learning-for-market-making

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

sample-market-maker

Sample BitMEX Market Making Bot

sample-trading-bot

Binance Futures Sample Trading Bot