Pinned Repositories
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
kalman-filter
Kalman Filter implementation in Python using Numpy only in 30 lines.
simd-kalman
Python Kalman filters vectorized as Single Instruction, Multiple Data
finance_ml
Advances in Financial Machine Learning
option_tools
期权隐含波动率/历史波动率
kalmanfilter
General implementation of the Kalman filter algorithm using NumPy
Multi-Horizon-Forecasting-for-Limit-Order-Books
φ=0.618-理论计算's Repositories
PhiComp/simd-kalman
Python Kalman filters vectorized as Single Instruction, Multiple Data
PhiComp/kalmanfilter
General implementation of the Kalman filter algorithm using NumPy
PhiComp/finance_ml
Advances in Financial Machine Learning
PhiComp/Multi-Horizon-Forecasting-for-Limit-Order-Books
PhiComp/option_tools
期权隐含波动率/历史波动率
PhiComp/avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
PhiComp/kalman-filter
Kalman Filter implementation in Python using Numpy only in 30 lines.