Pinned Repositories
adamlansky
Config files for my GitHub profile.
amberdata-cefi-defi-arbitrage-strategy
CORAD
CORAD: Correlation-Aware Compression of Massive Time Series using Sparse Dictionary Coding
CTA-strategies
Backtest result archive for Momentum Trading Strategies
DeepLOB-Model-Implementation-Project
This repo contains some codes and outputs of my implementation of DeepLOB model.
dtaidistance
Time series distances: Dynamic Time Warping (fast DTW implementation in C)
factors
issa useless copy pasta, use them at ur own risk
HFT
AS MM Inspired Models
HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
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.
adamlansky's Repositories
adamlansky/adamlansky
Config files for my GitHub profile.
adamlansky/amberdata-cefi-defi-arbitrage-strategy
adamlansky/CORAD
CORAD: Correlation-Aware Compression of Massive Time Series using Sparse Dictionary Coding
adamlansky/CTA-strategies
Backtest result archive for Momentum Trading Strategies
adamlansky/DeepLOB-Model-Implementation-Project
This repo contains some codes and outputs of my implementation of DeepLOB model.
adamlansky/dtaidistance
Time series distances: Dynamic Time Warping (fast DTW implementation in C)
adamlansky/factors
issa useless copy pasta, use them at ur own risk
adamlansky/HFT
AS MM Inspired Models
adamlansky/HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
adamlansky/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.
adamlansky/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.
adamlansky/LOB-Modeling
MM Models
adamlansky/hft-server-settings
Collection of tidbits for HFT server config.
adamlansky/High-Frequency-Data-and-Limit-Order-Book
adamlansky/OrderBook
Matching Engine for Limit Order Book
adamlansky/peregrine
Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries
adamlansky/performance
Collection of documents related tunings for performance of Java low-latency trading systems: from hardware up to application level
adamlansky/PythonMatchingEngine
High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies
adamlansky/redis-matching-engine-server
Implement exchange matching engine by lua script, run in redis
adamlansky/redis_fdw
A PostgreSQL foreign data wrapper for Redis
adamlansky/rotala
Backtesting engine written in Rust
adamlansky/soft-dtw-divergences
An implementation of soft-DTW divergences.
adamlansky/statarb
adamlansky/statsmaker
Pyro-based Probabilistic Programming Language for Market Microstructure Modeling
adamlansky/tectonicdb
Database for L2 orderbook
adamlansky/TestFrontEnd
adamlansky/ThymeBoost
Forecasting with Gradient Boosted Time Series Decomposition
adamlansky/tmux_config
A repo to store my tmux config
adamlansky/toraniko
A multi-factor equity risk model for quantitative trading.
adamlansky/TradingGym
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.