KuzmaKoch

Pinned Repositories

AdventOfCode2018
AdventOfCode all in Python
Language:Python00
aiomoex
Asyncio client for MOEX ISS
Language:Python00
anomaly-detection-resources
Anomaly detection related books, papers, videos, and toolboxes
Language:Python00
apimoex
Сlient for MOEX ISS
Language:Python00
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
Language:Python00
Avellaneda-Stoikov-1
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
Language:Python00
avellaneda-stoikov-2
Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
Language:Python00
Avellaneda-Stoikov-Implementation
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
Language:Python00
qlua-1
Библиотека облегчает моральные и душевные страдания, получаемые от QUIK QLua.
Language:Lua10

KuzmaKoch's Repositories

KuzmaKoch/qlua-1
Библиотека облегчает моральные и душевные страдания, получаемые от QUIK QLua.
Language:Lua10
KuzmaKoch/anomaly-detection-resources
Anomaly detection related books, papers, videos, and toolboxes
Language:Python00
KuzmaKoch/apimoex
Сlient for MOEX ISS
Language:Python00
KuzmaKoch/avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
Language:Python00
KuzmaKoch/awesome-piracy
A curated list of awesome warez and piracy links
KuzmaKoch/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
KuzmaKoch/course-v3
The 3rd edition of course.fast.ai
KuzmaKoch/courses
fast.ai Courses
KuzmaKoch/ethereum-etl
Python scripts for ETL (extract, transform and load) jobs for Ethereum blocks, transactions, ERC20 / ERC721 tokens, transfers, receipts, logs, contracts, internal transactions. Data is available in Google BigQuery https://goo.gl/oY5BCQ
KuzmaKoch/example-hftish
Example Order Book Imbalance Algorithm
KuzmaKoch/hft
real high-frequency-trading system based on c++
KuzmaKoch/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.
KuzmaKoch/hurst
Hurst exponent evaluation and R/S-analysis in Python
KuzmaKoch/Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
KuzmaKoch/ML-HFT
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
KuzmaKoch/nautilus_trader
A high-performance algorithmic trading platform and event-driven backtester
KuzmaKoch/Online-News-Clustering
Breaking news clustering using incremental algorithms and NLP techniques.
KuzmaKoch/optionlab
A Python library for evaluating option trading strategies.
KuzmaKoch/PINTO_model_zoo
A repository for storing models that have been inter-converted between various frameworks. Supported frameworks are TensorFlow, PyTorch, ONNX, OpenVINO, TFJS, TFTRT, TensorFlowLite (Float32/16/INT8), EdgeTPU, CoreML.
Language:Python0 0
KuzmaKoch/poptimizer
Оптимизация долгосрочного портфеля акций
KuzmaKoch/qlua
Quik Lua indicators fork nick-nh / qlua
KuzmaKoch/QLUA-2
QLUA, алготрейдинг, Quik, MOEX, FORTS
KuzmaKoch/qsh-rs
Парсер QScalp v4 формата
KuzmaKoch/QuantLib
The QuantLib C++ library
KuzmaKoch/quik-lua-rpc
RPC-сервис для вызова API Lua-библиотеки торгового терминала QUIK (ARQA Technologies)
KuzmaKoch/QuikPy
Библиотека-обертка, которая позволяет получить доступ к функционалу Quik из Python
KuzmaKoch/rosreestr2coord
Вычисление координат участка по кадастровому номеру с сайта https://pkk.rosreestr.ru
KuzmaKoch/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
KuzmaKoch/trader
交易模块
KuzmaKoch/vk_api
Модуль для создания скриптов для ВКонтакте | vk.com API wrapper