Pinned Repositories
abstracts-search
Semantic search engine indexing 95 million academic publications
alpaca-lora
Instruct-tune LLaMA on consumer hardware
arbitrage_research
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
Auto-GPT
An experimental open-source attempt to make GPT-4 fully autonomous.
avellaneda-stoikov
Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
awesome-chatgpt
Selected ChatGPT demos, tools, articles, and more ✨
Mercury
C++ Library for Derivatives Pricing and Non-linear Optimization
QuantSys
Library for automating and testing trading strategies in C#.
statshandbook
Repo of simply explained, important statistical concepts
ethanxli's Repositories
ethanxli/QuantSys
Library for automating and testing trading strategies in C#.
ethanxli/Mercury
C++ Library for Derivatives Pricing and Non-linear Optimization
ethanxli/statshandbook
Repo of simply explained, important statistical concepts
ethanxli/avellaneda-stoikov
Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
ethanxli/COMP6771
COMP6771 17s2 Advanced C++ Programming Assignments
ethanxli/ml
Sandbox for machine learning applications
ethanxli/PICSPDE
Python codes for Introduction to Computational Stochastic PDE
ethanxli/pyhawkes
Python framework for inference in Hawkes processes.
ethanxli/SubMicroTrading
Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)