Pinned Repositories
crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
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.
DeepLOB-Model-Implementation-Project
This repo contains some codes and outputs of my implementation of DeepLOB model.
Multi-Horizon-Forecasting-for-Limit-Order-Books
options_backtester
Simple backtesting software for options
OptionSuite
Option and stock backtester / live trader
optopsy
A nimble options backtesting library for Python
spx_options_backtesting
Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies
vnpy
基于Python的开源量化交易平台开发框架
hushush's Repositories
hushush/crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
hushush/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.
hushush/DeepLOB-Model-Implementation-Project
This repo contains some codes and outputs of my implementation of DeepLOB model.
hushush/Multi-Horizon-Forecasting-for-Limit-Order-Books
hushush/options_backtester
Simple backtesting software for options
hushush/OptionSuite
Option and stock backtester / live trader
hushush/optopsy
A nimble options backtesting library for Python
hushush/spx_options_backtesting
Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies
hushush/vnpy
基于Python的开源量化交易平台开发框架