bigfatwhale
Finance professional working at the intersection of quantitative finance and computer science.
Pinned Repositories
algorithm-component-library
A collection of code snippets that can be constructed into larger trading algorithms.
arctic
High performance datastore for time series and tick data
bats_pitch_parser
Simple C++ BATS PITCH message parser built using the Boost Spirit framework.
demo_routines
Old-school "demo" routines
greeks
Derivatives models written with the Tributary data flow library
ibapi_python
Boost.Python wrapper for Interactive Brokers C++ client api
ikaros
Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build prortfolios
justpy
An object oriented high-level Python Web Framework that requires no frontend programming
orderbook
Implementation of a orderbook data structure for LOB research capabilities.
zipline
Zipline, a Pythonic Algorithmic Trading Library
bigfatwhale's Repositories
bigfatwhale/orderbook
Implementation of a orderbook data structure for LOB research capabilities.
bigfatwhale/algorithm-component-library
A collection of code snippets that can be constructed into larger trading algorithms.
bigfatwhale/bats_pitch_parser
Simple C++ BATS PITCH message parser built using the Boost Spirit framework.
bigfatwhale/zipline
Zipline, a Pythonic Algorithmic Trading Library
bigfatwhale/arctic
High performance datastore for time series and tick data
bigfatwhale/demo_routines
Old-school "demo" routines
bigfatwhale/greeks
Derivatives models written with the Tributary data flow library
bigfatwhale/ibapi_python
Boost.Python wrapper for Interactive Brokers C++ client api
bigfatwhale/ikaros
Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build prortfolios
bigfatwhale/justpy
An object oriented high-level Python Web Framework that requires no frontend programming
bigfatwhale/pitch_data_load
This is a simple quick hack. Please see the other repository (bats_pitch_parser) for a full-fledged, better designed and test library
bigfatwhale/pythonflow
:snake: Dataflow programming for python.
bigfatwhale/pyxleyJS
Collection of React components for dashboards
bigfatwhale/tributary
Streaming reactive and dataflow graphs in Python
bigfatwhale/vscode
Visual Studio Code