cryptoflashboy

Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

agnostic-orderbook

AlgorithmicTrading

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

alphalens

Performance analysis of predictive (alpha) stock factors

amberdata-cefi-defi-arbitrage-strategy

From amberdata

amms-rs

A Rust library to interact with automated market makers across EVM chains.

arbiter

Allowing smart contract developers to do simulation driven development via an EVM emulator.

CoFiX-hedger

defipy

[Python Programming] DeFi Analytics with Python

HFT

High Frequency Market Making

cryptoflashboy/defipy

[Python Programming] DeFi Analytics with Python

cryptoflashboy/grass-airdrop

grass-mining

cryptoflashboy/hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

cryptoflashboy/gs-quant

Python toolkit for quantitative finance

cryptoflashboy/hummingbot

Open source software that helps you create and deploy high-frequency crypto trading bots

cryptoflashboy/awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

cryptoflashboy/awesome-MEV-resources

Get up to speed on Maximum Extractable Value

cryptoflashboy/portfolio

Portfolio is an automated market making protocol for implementing custom strategies at the lowest cost possible.

cryptoflashboy/market-making-backtest

algo trading backtesting on BitMEX

cryptoflashboy/binance-rs-async

Async client for the Binance APIs

cryptoflashboy/HFT

High Frequency Market Making

cryptoflashboy/AlgorithmicTrading

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

cryptoflashboy/futures-quant-matrix

Original Source - Futures Sniffing: The Problem With Quantitative Alphas - The Quant's Playbook

cryptoflashboy/portfolio-rs

SDK for the Portfolio protocol written in rust.

cryptoflashboy/Statistical-Arbitrage

High-frequency statistical arbitrage

cryptoflashboy/avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

cryptoflashboy/openbook-mm

HFT market making client for openbook-dex

cryptoflashboy/Market-Making-pe049395

Market making via Avellaneda & Stoikov model, Gueant & Lehalle & Fernandez-Tapia model, reinforcement learning.

cryptoflashboy/MarketMakingGame

Python version of: https://github.com/sameerlal/OMakeMeAMarket

cryptoflashboy/Optiver-Ready-Trader-Go

Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

cryptoflashboy/CFMMRouter.py

Python implementation of CFMMRouter.jl

cryptoflashboy/awesome-asyncio

A curated list of awesome Python asyncio frameworks, libraries, software and resources

cryptoflashboy/alphalens

Performance analysis of predictive (alpha) stock factors

cryptoflashboy/hft-market-making

Implementation of HFT backtesting simulator and Stoikov strategy

cryptoflashboy/inline-python

Inline Python code directly in your Rust code

cryptoflashboy/jupyter-notebook

fork from amber

cryptoflashboy/PyLOB

Fully functioning fast Limit Order Book written in Python

cryptoflashboy/MultiFactor

Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

cryptoflashboy/Krypto-trading-bot

Self-hosted crypto trading bot (automated high frequency market making) written in C++

cryptoflashboy/amberdata-cefi-defi-arbitrage-strategy

From amberdata