Pinned Repositories
1sol-protocol
An innovative Cross-Chain DeFi Aggregator on SOLANA and more
AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
Avellaneda-Stoikov-Implementation
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
awesome-MEV-resources
Get up to speed on Maximum Extractable Value
CapMarket
changefinder
crypto-arbitrage-framework
A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.
Eigenportfolios
In this project, we will explore the usage of Principal Component Analysis to model market behavior within an industry. Furthermore, we will explore the interpretation of top eigenvectors as portfolios to create trading strategies.
gdax-bot
HFT signals on GDAX
sanrei's Repositories
sanrei/1sol-protocol
An innovative Cross-Chain DeFi Aggregator on SOLANA and more
sanrei/AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
sanrei/avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
sanrei/Avellaneda-Stoikov-Implementation
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
sanrei/awesome-MEV-resources
Get up to speed on Maximum Extractable Value
sanrei/CapMarket
sanrei/changefinder
sanrei/crypto-arbitrage-framework
A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.
sanrei/hummingbot
Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain
sanrei/J-Quants-Tutorial
J-Quants-Tutorial
sanrei/JQuants-Forum
sanrei/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
sanrei/Mango-Money-Multiplier
It's a baby bot, soon will do more & onchain at that
sanrei/Mastering-Python-for-Finance-source-codes
Accompanying source codes for my book 'Mastering Python for Finance'.
sanrei/MEV-data-solana
sanrei/Notepads
A modern, lightweight text editor with a minimalist design.
sanrei/opensignals
sanrei/sample-market-maker
Sample BitMEX Market Making Bot
sanrei/signate-fundamentals-challange-1st-place
the first place solution of JPX fundamentals analysis challenge
sanrei/solana-intro-frontend
sanrei/solana-jupiter-bot
ARB Protocol | Automated arbitrage bot using Jupiter
sanrei/solana-ping-frontend
sanrei/solana-send-sol-frontend
sanrei/solana-snapshot-finder
Automatic search and download of snapshots for Solana
sanrei/solana-tx-parser-public
Solution for parsing of arbitrary solana transactions
sanrei/Stock_feature_engineering
Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. Generated features from indicators, statistics, and recent factors. Used multi-disciplined analysis to find feature importance. Attached labels of trends and stop/hold positions for machine learning. Used machine learning to significant features.
sanrei/subway
A practical example on how to perform sandwich attacks on Ethereum
sanrei/TabAutoClose
Tab Auto Close is a firefox plugin to autoclose tabs after certain amount of time.
sanrei/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
sanrei/uniswap-arbitrage-analysis
Uniswap arbitrage problem analysis