Pinned Repositories
Azure-IB
LightMatchingEngine
A very light matching engine in Python.
OrderBookAdvisorBot
Orderbook replay of cryptocurrency data with basic analytics function (weighted mid price) to give suggestions to the human trader to interact with the matching engine through a CLI interface. Supports multiple coins BTC/USD, ETH/USD and BTC/ETH with simulated account wallets for each BTC, ETH, and USD.
pyfolio
Portfolio and risk analytics in Python
Azure-IB
webinars
Holding content for participants reference from Golden Compass Quant webinars.
derekwong9's Repositories
derekwong9/Azure-IB
derekwong9/LightMatchingEngine
A very light matching engine in Python.
derekwong9/OrderBookAdvisorBot
Orderbook replay of cryptocurrency data with basic analytics function (weighted mid price) to give suggestions to the human trader to interact with the matching engine through a CLI interface. Supports multiple coins BTC/USD, ETH/USD and BTC/ETH with simulated account wallets for each BTC, ETH, and USD.
derekwong9/pyfolio
Portfolio and risk analytics in Python