bychjzh

Pinned Repositories

agrona
High Performance data structures and utility methods for Java
Language:Java00
alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter Notebook0 0 00
apr
Mirror of Apache Portable Runtime
Language:C0 1 00
archaius
Library for configuration management API
Language:Java00
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
10
Bitfinex-historical-data
historical 1-minute candles from bitfinex-exchange
00
bychjzh.github.com
My Blog
Language:Ruby00
cake_sniper
EVM frontrunning tool
Language:Go0 0 00
canal
阿里巴巴mysql数据库binlog的增量订阅&消费组件
Language:Java00
Chronicle-Queue
Micro second messaging that stores everything to disk
Language:Java0 0 00

bychjzh's Repositories

bychjzh/agrona
High Performance data structures and utility methods for Java
Language:Java00
bychjzh/alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter Notebook0 0 00
bychjzh/cake_sniper
EVM frontrunning tool
Language:Go0 0 00
bychjzh/Coinbase_Market_Maker
Language:Python0 0
bychjzh/crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
bychjzh/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
Language:Jupyter Notebook0 0
bychjzh/demikernel
Demikernel OS
Language:C++0 0
bychjzh/dsl-json
High performance JVM JSON library
bychjzh/gamma-ray
High frequency trading bot for crypto currencies
bychjzh/hardware-effects
Demonstration of various hardware effects.
Language:C++0 0
bychjzh/iceoryx
Eclipse iceoryx™ - true zero-copy inter-process-communication
bychjzh/iceoryx-rs
Rust wrapper for Eclipse iceoryx™ - true zero-copy inter-process-communication
Language:Rust0 0
bychjzh/io-uring
The `io_uring` library for Rust
Language:Rust0 0
bychjzh/jnativehook
Global keyboard and mouse listeners for Java.
bychjzh/kalman-rs
Dead simple implementation of Discrete Kalman filter for object tracking purposes
Language:Rust0 0
bychjzh/libdeflate-java
libdeflate JNI bindings for Java.
Language:Java0 0
bychjzh/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
Language:Jupyter Notebook0 0
bychjzh/low-latency-ethernet
RTL implementation of the low latency ethernet modules for the NASDAQ HFT FPGA project.
bychjzh/memmap2-rs
cross-platform Rust API for memory mapped IO
bychjzh/mev-geth
Go implementation of MEV-Extract for Ethereum
bychjzh/Micro_Price
bychjzh/monoio
Rust async runtime based on io-uring.
Language:Rust
bychjzh/netty-incubator-transport-io_uring
Language:Java
bychjzh/nuclei
Fast and customizable vulnerability scanner based on simple YAML based DSL.
bychjzh/panoramix
Ethereum decompiler
Language:Python0 0
bychjzh/pyfolio
Portfolio and risk analytics in Python
bychjzh/qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
Language:Python0 0
bychjzh/tectonicdb
Database for L2 orderbook
bychjzh/two-factor-auth
Two Factor Authentication Java code implementing the Time-based One-time Password Algorithm
Language:Java0 0
bychjzh/zinc
The Zinc language public repository
Language:Rust0 0