Pinned Repositories
chaos
Singular Spectrum Analysis methods implementation in Python
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
kdbml
Native connector for KDB+ Q and Matlab
Matlab
Some usefull matlab scripts
PRL
Time Series Patterns Recognition Language
QuantTradingResearch
Different quantitative trading models research
Qube
Community version of quantitative backtesting framework
Qubx
Experiments with new Qube platform
robot
Order Book trader in Rust (experimenting with Rust)
trendspy
Collections of python utilities for timeseries trends analysis
dmarienko's Repositories
dmarienko/QuantTradingResearch
Different quantitative trading models research
dmarienko/Matlab
Some usefull matlab scripts
dmarienko/chaos
Singular Spectrum Analysis methods implementation in Python
dmarienko/Qube
Community version of quantitative backtesting framework
dmarienko/kdbml
Native connector for KDB+ Q and Matlab
dmarienko/trendspy
Collections of python utilities for timeseries trends analysis
dmarienko/PRL
Time Series Patterns Recognition Language
dmarienko/Qubx
Experiments with new Qube platform
dmarienko/robot
Order Book trader in Rust (experimenting with Rust)
dmarienko/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
dmarienko/JimpOS
My old hobby operating system (x86) experiments from 2005 ;)
dmarienko/JimpVM
My naive Java VM implementation from 2002 :)
dmarienko/Lustre
Breakout trading research and 'chandelier' risk management
dmarienko/ace-jump-sublime
Jump between characters in Sublime Text 3 without using a mouse at ease
dmarienko/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
dmarienko/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
dmarienko/emacs-cfgs
My config files
dmarienko/guardian
some home automation projects
dmarienko/jupyter-vim-binding
Jupyter meets Vim. Vimmer will fall in love.
dmarienko/polar-night
gtk3/unity theme
dmarienko/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
dmarienko/research_public
Quantitative research and educational materials
dmarienko/skb
Small Knowledge Database management tool
dmarienko/smarttradefix
SmartTrade FIX client example
dmarienko/SubMicroTrading
Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)