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/advent-of-code
ssh352/atoi_simd
Rust fast `&[u8]` to integer parser
ssh352/CoralME
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ssh352/crates.nvim
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ssh352/ctp-python
ssh352/ctp-sys
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ssh352/ctp_daedalus2022
ctp rust api
ssh352/CTP_DEV_NOTE
ssh352/extendr
R extension library for rust designed to be familiar to R users.
ssh352/fastr
A high-performance implementation of the R programming language, built on GraalVM.
ssh352/Financial-Modelling-in-R
ssh352/libaeron-sys
Rust bindings to the Aeron C libraries
ssh352/LightningTrader
Fork from gitee
ssh352/LocalCTP
ssh352/Nvim-R
Vim plugin to work with R
ssh352/openctp
CTP开放平台提供A股、港股、美股、期货、期权等全品种接入通道，通过提供中泰证券XTP、华鑫证券奇点、东方证券OST、东方财富证券EMT、盈透证券TWS等各通道的CTPAPI接口，CTP程序可以无缝对接各股票柜台。平台也提供了一套基于TTS交易系统的模拟环境，同样提供了CTPAPI兼容接口，可以替代Simnow，为CTP量化交易开发者提供7x24可用的模拟环境。
ssh352/prsqlite
Pure Rust implementation of SQLite
ssh352/qlib_data
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ssh352/qsv
CSVs sliced, diced & analyzed.
ssh352/quill
Asynchronous Low Latency C++ Logging Library
ssh352/r-source
Read-only mirror of R source code from https://svn.r-project.org/R/, updated hourly. See the build instructions on the wiki page.
ssh352/rextendr
An R package that helps scaffolding extendr-enabled packages or compiling Rust code dynamically
ssh352/rsocket-rust
ssh352/solent
ssh352/ta_cn
ssh352/trading-momentum-transformer
ssh352/Trading-strategy-
Here I test a simple ML trading strategy
ssh352/xmlformatter
Format and compress XML documents
ssh352/yd
demo
ssh352/Yuan
Yuan - Investment OS for everyone