Pinned Repositories
alexandrebrilhante
alexandrebrilhante.github.io
Personal page.
almgren-chriss
Deep reinforcement learning for optimal execution of portfolio transactions.
bloomberg
Rust API for Bloomberg.
DiscreteChoice.jl
Discrete choice modeling and estimation in Julia.
ift3515
Optimisation non linéaire.
OptionsPricing.jl
Pricing models for vanilla options in Julia.
pulsar-io-questdb
Apache Pulsar sink connector for QuestDB.
quantnet
A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.
tick_handler
Low-latency market data feed handler.
alexandrebrilhante's Repositories
alexandrebrilhante/quantnet
A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.
alexandrebrilhante/DiscreteChoice.jl
Discrete choice modeling and estimation in Julia.
alexandrebrilhante/OptionsPricing.jl
Pricing models for vanilla options in Julia.
alexandrebrilhante/almgren-chriss
Deep reinforcement learning for optimal execution of portfolio transactions.
alexandrebrilhante/bloomberg
Rust API for Bloomberg.
alexandrebrilhante/ift3515
Optimisation non linéaire.
alexandrebrilhante/ioi-engine
FIX protocol IOI engine.
alexandrebrilhante/pair-sniffer
Algorithmic pairs trading sniffer.
alexandrebrilhante/alexandrebrilhante
alexandrebrilhante/alexandrebrilhante.github.io
Personal page.
alexandrebrilhante/coinbase-pro
Coinbase Pro API client in Nim.
alexandrebrilhante/Cryptowatch.jl
Wrapper for the Cryptowatch REST API in Julia.
alexandrebrilhante/pulsar-io-questdb
Apache Pulsar sink connector for QuestDB.
alexandrebrilhante/tick_handler
Low-latency market data feed handler.
alexandrebrilhante/druid
Apache Druid: a high performance real-time analytics database. This fork an indexing service for Apache Pulsar.
alexandrebrilhante/ecn2160
Économétrie 2.
alexandrebrilhante/filaments
Reconnaissance de filaments à partir d'images 3D.
alexandrebrilhante/ift3150
Projet d'informatique.
alexandrebrilhante/ift3335
Intelligence artificielle.
alexandrebrilhante/kraken
Kraken API client in Nim.
alexandrebrilhante/microprice
A Jax implementation of Micro-Price: a high frequency estimator of future prices.
alexandrebrilhante/Pulsar.jl
Apache Pulsar Julia client.
alexandrebrilhante/questdb
QuestDB is an open source time-series database for fast ingest and SQL queries
alexandrebrilhante/template-py