Pinned Repositories
ERC-Markowitz-Equally-weighted-portfolios-implementations
A basic and educational implementation of Markowitz, Equal risk contribution (ERC) and Equally weighted (1/N) portfolios with financial datas from sbf120
HFT
High Frequency Market Making
hummingbot_dashboard
Application that helps you create, backtest, deploy, and manage Hummingbot instances
markov_decision_process_maze_solver
microprice
MTH9879-Market-Microstructure-Models
A collection of homeworks of market microstructure models.
OptionsEuropeennes
orderbook_simulation_with_Poissonian_order_flow
ProjectEuler
SUI_address_generator
Simple code to generate wallets on the SUI network
adrmarty's Repositories
adrmarty/markov_decision_process_maze_solver
adrmarty/orderbook_simulation_with_Poissonian_order_flow
adrmarty/SUI_address_generator
Simple code to generate wallets on the SUI network
adrmarty/ERC-Markowitz-Equally-weighted-portfolios-implementations
A basic and educational implementation of Markowitz, Equal risk contribution (ERC) and Equally weighted (1/N) portfolios with financial datas from sbf120
adrmarty/HFT
High Frequency Market Making
adrmarty/hummingbot_dashboard
Application that helps you create, backtest, deploy, and manage Hummingbot instances
adrmarty/microprice
adrmarty/MTH9879-Market-Microstructure-Models
A collection of homeworks of market microstructure models.
adrmarty/OptionsEuropeennes
adrmarty/ProjectEuler
adrmarty/Sabrebar
Config files for my GitHub profile.
adrmarty/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.
adrmarty/subway
A practical example on how to perform sandwich attacks on Ethereum