andrewlfc7

andrewlfc7's Stars

• rlabbe/Kalman-and-Bayesian-Filters-in-Python

  Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

  Language:Jupyter Notebook16.4k4633224.2k

• stefan-jansen/machine-learning-for-trading

  Code for Machine Learning for Algorithmic Trading, 2nd edition.

  Language:Jupyter Notebook12.9k3872964.1k

• letianzj/QuantResearch

  Quantitative analysis, strategies and backtests

  Language:Jupyter Notebook1.9k644408

• nkaz001/hftbacktest

  A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

  Language:Rust1.8k5082355

• BitMEX/sample-market-maker

  Sample BitMEX Market Making Bot

  Language:Python1.7k155217758

• fedecaccia/avellaneda-stoikov

  Avellaneda-Stoikov HFT market making algorithm implementation

  Language:Python41691131

• 0xfdf/toraniko

  A multi-factor equity risk model for quantitative trading.

  Language:Python3649360

• hello2all/gamma-ray

  High frequency trading bot for crypto currencies

  Language:C++34211887

• tr8dr/tseries-patterns

  trend / momentum and other patterns in financial timeseries

  Language:Jupyter Notebook228151170

• ArturSepp/QuantInvestStrats

  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

  Language:Python1546221

• Orbiter-Finance/OrbiterModule

  Language:TypeScript14510473

• financial-data-science/CFDS

  A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on Python, IPython Notebook, and PyTorch.

  Language:Jupyter Notebook14310035

• sanjeevai/multi-factor-model

  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

  Language:Jupyter Notebook1177136

• PacktPublishing/Algorithmic-Short-Selling-with-Python-Published-by-Packt

  Algorithmic Short-Selling with Python

  Language:Jupyter Notebook946543

• hyperliquid-dex/node

  Language:Dockerfile8712

• JFD3D/develop

  generic project files

  Language:HTML367026

• beta-finance/beta

  Language:Solidity325010

• alex33d/backtest_optimizer

  Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing

  Language:Python282111

• neurotrader888/VolatilityHawkes

  Language:Python263015

• edgetrader/crypto-trading

  Pairs Trading using Co-integrated Cryptocurrency Pairs

  Language:Jupyter Notebook17102

• drift-labs/keepyrs

  drift v2 python keeper bots

  Language:Python13603

• ZhangMian-CentraleSupelec/High-Frequency-Data-and-Limit-Order-Book

  Language:Jupyter Notebook12101

• git-kevinxuhuili/KalmaN-Filter-Based-Pairs-Trading-Strategy-with-HMM

  A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading

  Language:Jupyter Notebook8116

• ehfuzzz/hyperliquid-CLI

  Language:Rust7221

• Reckziegel/epo

  Enhanced Portfolio Optimization (EPO)

  Language:R7223

• tradeparadex/code-samples

  Collection of Paradex code samples and snippets

  Language:Python7367

• BilalBAI/portfolio-stress-test

  A python-based stress testing tool to evaluate the portfolio risk under various scenarios.

  Language:Python3100

• blofin/blofin-api-docs

  BloFin open api docs

  Language:SCSS25

• BilalBAI/sample-market-making-agent

  A sample market making agent that can estimate fair price and generate quotes

  Language:Jupyter Notebook1101

• HowardLiYH/dydx-trading-bot

  An automated trading bot for conducting Pairs Trading on DYDX.

  Language:Python1200