lcsrodriguez
Engineer - CS, Applied Mathematics & Quantitative Finance ⬩ Python, C++, Q/KDB+, AWS
@swissquoteSwitzerland
Pinned Repositories
AIS-ws-feedhandler
Python tool scraping and collecting terrestrial AIS streaming data (visualization, API usage tracking, ...)
cryptotrading
Crypto-currencies (Bitcoin) trading & Transfer Learning applications
CuttingEdge-Milliman
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
earnings
Equity earnings Python package (confirmed calendar, news articles, earnings transcripts, ...)
ecocal
Worldwide economic calendar Python package (details, estimates, market news, ...)
fx
FX high-frequency tick/candle historical data scraping tool
HFT-IntradayVol-Estimation
Intraday volatility estimation using High-Frequency Financial Data
lob
L2 data generator - Limit Order Book reconstruction project
optimalHFT
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
qkucoin
Q/KDB+ handler for Kucoin HTTP/WS API
lcsrodriguez's Repositories
lcsrodriguez/optimalHFT
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
lcsrodriguez/ecocal
Worldwide economic calendar Python package (details, estimates, market news, ...)
lcsrodriguez/CuttingEdge-Milliman
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
lcsrodriguez/HFT-IntradayVol-Estimation
Intraday volatility estimation using High-Frequency Financial Data
lcsrodriguez/cryptotrading
Crypto-currencies (Bitcoin) trading & Transfer Learning applications
lcsrodriguez/earnings
Equity earnings Python package (confirmed calendar, news articles, earnings transcripts, ...)
lcsrodriguez/AIS-ws-feedhandler
Python tool scraping and collecting terrestrial AIS streaming data (visualization, API usage tracking, ...)
lcsrodriguez/fx
FX high-frequency tick/candle historical data scraping tool
lcsrodriguez/lob
L2 data generator - Limit Order Book reconstruction project
lcsrodriguez/SABR_Volatility-Rates
lcsrodriguez/ActionsFundamentals
lcsrodriguez/articles
Git repo for the portfolio's articles
lcsrodriguez/binlog
A high performance C++ log library, producing structured binary logs
lcsrodriguez/ENSIIE_S3_PAP_BLACK_SCHOLES_CPP
Final Git repo for Black-Scholes & Heat equation PDEs simulations project in C++ with SDL2
lcsrodriguez/qkucoin
Q/KDB+ handler for Kucoin HTTP/WS API
lcsrodriguez/dl-practicals
lcsrodriguez/dp
Design pattern implementation
lcsrodriguez/fibonacci
lcsrodriguez/fix-decode
FIX protocol decoder
lcsrodriguez/ice
lcsrodriguez/incubator-livy
Mirror of Apache livy (Incubating)
lcsrodriguez/intro-ml-assignment
lcsrodriguez/K-Medoids-clustering
lcsrodriguez/lcsrodriguez
Config files for my GitHub profile.
lcsrodriguez/lcsrodriguez.github.io
Main repository centralizing essential ressources of my personal Github website.
lcsrodriguez/pgp-keys
Git repo of the dedicated PGP keys
lcsrodriguez/project-gen
New project config
lcsrodriguez/SuperTODO
lcsrodriguez/test_dependabot
lcsrodriguez/yf-lookup
Yahoo! Finance Ticker lookup tool