Pinned Repositories
AdventOfCode2018
AdventOfCode all in Python
aiomoex
Asyncio client for MOEX ISS
anomaly-detection-resources
Anomaly detection related books, papers, videos, and toolboxes
apimoex
Сlient for MOEX ISS
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
Avellaneda-Stoikov-1
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
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.
Avellaneda-Stoikov-Implementation
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
qlua-1
Библиотека облегчает моральные и душевные страдания, получаемые от QUIK QLua.
KuzmaKoch's Repositories
KuzmaKoch/HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
KuzmaKoch/finam-export
Python client library to download historical data from finam.ru
KuzmaKoch/Quik-Enter-Trade
Торговый привод для терминала Quik для срочного рынка FORTS Московской биржи
KuzmaKoch/lvvd
Listed Volatility and Variance Derivatives (Wiley Finance)
KuzmaKoch/moex-bonds
Исходный код к сериалу о работе с API Мосбиржи ( ISS MOEX ) на Python для канала Azzrael Code.
KuzmaKoch/hacktrade
Nano-framework for HFT-robots development.
KuzmaKoch/trading-technical-indicators
Trading Technical Indicators python library
KuzmaKoch/fairseq-lua
Facebook AI Research Sequence-to-Sequence Toolkit
KuzmaKoch/Avellaneda-Stoikov-Implementation
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
KuzmaKoch/stock_prices
Графики котировок ценных бумаг с Мосбиржи и NASDAQ
KuzmaKoch/options_backtester
Simple backtesting software for options
KuzmaKoch/order-book-heatmap
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
KuzmaKoch/pyfinance
Python package designed for general financial and security returns analysis.
KuzmaKoch/EIE
Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
KuzmaKoch/CleanArchitectureCourse
KuzmaKoch/research_public
Quantopian lectures saved. Quantitative research and educational materials.
KuzmaKoch/aiomoex
Asyncio client for MOEX ISS
KuzmaKoch/Tutorials
Ipython notebooks for math and finance tutorials
KuzmaKoch/Qsh2Bin
Программа конвертации файлов формата qsh (QScalp) в формат bin или csv StockSharp
KuzmaKoch/Avellaneda-Stoikov-1
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
KuzmaKoch/lua-logger
Simple API to use logging features in Lua. Its design was based on log4j.
KuzmaKoch/HFT-price-prediction
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
KuzmaKoch/moex_iss
Python3 client for MOEX ISS
KuzmaKoch/notebooks
Behavioral Economics and Finance Python Notebooks
KuzmaKoch/HFT-Pairs-Trading
High Frequency Pairs Trading Based on Statistical Arbitrage (Python) :moneybag:
KuzmaKoch/merkle_tree
https://hyperquant.net/en Merkle root calculation, proof generation and validation
KuzmaKoch/AdventOfCode2018
AdventOfCode all in Python
KuzmaKoch/Stock_selection_and_timing_strategy_using_behavioral_financial_factors
This project explores a new behavioral finance factor (“Stock Trend Factor”) according to continuing overreaction theory and PT/MA disposition effect, constructing a behavioral finance stock selection and timing strategy.
KuzmaKoch/boheh
KuzmaKoch/qsh_parser
Parser for QSH data files