Pinned Repositories
highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
kdb
Companion files to kdb+ and q
machine-learning-for-trading
Notebooks, resources, and references accompanying the book Machine Learning for Algorithmic Trading
QuantLib
The QuantLib C++ library
quantQ
The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
solace
Solace middleware client for KDB+. Allows pub/sub from KDB+.
ssh352's Repositories
ssh352/accelerated
Accelerated C++ Exercises
ssh352/BasicAnalysis
ssh352/BookCode
Code practice after read a book
ssh352/disruptor-examples
Example usage of the Disruptor API
ssh352/freequant
A C++ Library for Strategy Backtesting
ssh352/Itch-1
Itch 4.1 Implementation in C#
ssh352/ItchParser
A Java implementation of a NASDAQ-ITCH binary file parser
ssh352/JADE_PROJECT
Third Year UCL Ind Project
ssh352/JavaCall
ssh352/learning
textbook exercises
ssh352/mobster
An orderbook simulator in R
ssh352/nova
证券投资交易分析系统程序及文档资料
ssh352/openquant-2
Market backtesting and quantitative analysis platform ( github clone of http://code.google.com/p/openquant/)
ssh352/OpenQuant-Esunny
OpenQuant易盛插件，已经不再维护，请移步到XAPI2项目
ssh352/OrderBook-4
Order Book Implementation
ssh352/Ranking
Functions for various methods to rank assets
ssh352/Rproject
R language code
ssh352/RTradingStrategies
ssh352/tcpl
Solutions for "The C Programming Language", 2nd Edition, Kernighan and Ritchie
ssh352/trading-1
ssh352/TradingAdapter