scaevolabars
theoretical physicist, quantitative trader and researcher @ prop trading firm Developing in Julia, Rust, C++, Python
scaevolabars's Stars
sadhbh-c0d3/lock-free
Low Latency Ring-Buffer | Atomic Smart Pointer | Lock & Wait Free Utilities
danlark1/hse_missing_cs_education
Это репозиторий для проведения курса по The Missing Semester of Your CS Education в университете Высшая Школа Экономики
0xDub/figgie-auto
An algorithmic sandbox for Jane Street's game, "Figgie"
beatzxbt/mm-toolbox
toolbox of fast mm-related funcs
gjimzhou/MTH9879-Market-Microstructure-Models
A collection of homeworks of market microstructure models.
gerdm/prml
Repository of notes, code and notebooks in Python for the book Pattern Recognition and Machine Learning by Christopher Bishop
nkaz001/hftbacktest
A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures
JerBouma/AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
beatzxbt/bybit-smm
bybit simple market maker
algorithmica-org/algorithmica
A computer science textbook
FinancialComputingUCL/LOBFrame
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
bhftbootcamp/NumExpr.jl
The NumExpr library is designed to handle and evaluate arithmetic expressions. It enables parsing and analyzing expressions, as well as performing calculations with user-defined functions
bhftbootcamp/Serde.jl
Serde is a Julia library for (de)serializing data to/from various formats. The library offers a simple and concise API for defining custom (de)serialization behavior for user-defined types
SimplifyJobs/New-Grad-Positions
A collection of full time roles in SWE, Quant, and PM for new grads.
enarjord/passivbot
Trading bot running on Bybit, Bitget, OKX, GateIO, Binance and Hyperliquid
Elenchev/order-book-heatmap
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
DMozhevitin/ITMO
University courses
TomaszRewak/strong_typedefs
A strong_typedef implementation for C++ with selective operator overloads.
practical-tutorials/project-based-learning
Curated list of project-based tutorials
baudelairefox/baudelairefox.github.io
MathisWellmann/sliding_features-rs
Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.
tilir/cpp-graduate
Code samples for C++ graduate course (iLab at MIPT)
mr-gukas/MyMandelbrot
DopplerHQ/awesome-interview-questions
:octocat: A curated awesome list of lists of interview questions. Feel free to contribute! :mortar_board:
bayesoptbook/bayesoptbook.github.io
Companion webpage for the book "Bayesian Optimization" by Roman Garnett
state-spaces/mamba
Mamba SSM architecture
numenta/NAB
The Numenta Anomaly Benchmark
rmcelreath/stat_rethinking_2024
google-deepmind/uncertain_ground_truth
Dermatology ddx dataset, Jax implementations of Monte Carlo conformal prediction, plausibility regions and statistical annotation aggregation from our recent work on uncertain ground truth (TMLR'23 and ArXiv pre-print).
qntlb/numerical-methods-lecture
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.