thertrader

Quantitative, algorithmic and electronic trading

Paris

Pinned Repositories

fidlr
fidlr (FInancial Data LoadeR) is an RStudio addin designed to simplify the financial data downloading process
Language:R21 4 111
Lobster-Python-Demo-Code
Python demo code for LOBSTER limit order book data
Language:Jupyter Notebook12 1 08
planet
Configuration for Python planets (e.g. http://planetpython.org)
Language:Python00
Using-random-forest-to-model-limit-order-book-dynamic
I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
Language:Python27 3 012

thertrader/Using-random-forest-to-model-limit-order-book-dynamic
I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
Language:Python27 3 012
thertrader/fidlr
fidlr (FInancial Data LoadeR) is an RStudio addin designed to simplify the financial data downloading process
Language:R21 4 111
thertrader/Lobster-Python-Demo-Code
Python demo code for LOBSTER limit order book data
Language:Jupyter Notebook12 1 08
thertrader/planet
Configuration for Python planets (e.g. http://planetpython.org)
Language:Python00