Pinned Repositories
Advanced-Algorithmic-Trading
The book <Advanced Algorithmic Trading> and its source code
AlgoBot
An algorithmic trading robot written in Python.
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
Avellaneda-Stoikov-1
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
backtrader_template
Basic template for managing Backtrader backtests.
CoinCheck-Sniper
A Simple Penny-Jumping strategy for CoinCheck.jp
DeepLearningForTSF
深度学习以进行时间序列预测
gamma-ray
High frequency trading bot for crypto currencies
hawkes
Python class for generation and parameter estimation of multivariate Hawkes processes
tsingland-io's Repositories
tsingland-io/Advanced-Algorithmic-Trading
The book <Advanced Algorithmic Trading> and its source code
tsingland-io/AlgoBot
An algorithmic trading robot written in Python.
tsingland-io/avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
tsingland-io/Avellaneda-Stoikov-1
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
tsingland-io/backtrader_template
Basic template for managing Backtrader backtests.
tsingland-io/CoinCheck-Sniper
A Simple Penny-Jumping strategy for CoinCheck.jp
tsingland-io/DeepLearningForTSF
深度学习以进行时间序列预测
tsingland-io/gamma-ray
High frequency trading bot for crypto currencies
tsingland-io/hawkes
Python class for generation and parameter estimation of multivariate Hawkes processes
tsingland-io/HFT
High Frequency Market Making
tsingland-io/hft-1
High Frequency Trading Strategies
tsingland-io/HFT_Bitcoin
Analysis of High Frequency Trading on Bitcoin exchanges
tsingland-io/High-Frequency
High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
tsingland-io/High-Frequency-Data---Limit-Order-Books
Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
tsingland-io/Krypto-trading-bot
Self-hosted crypto trading bot (automated high frequency market making) written in C++
tsingland-io/lightning
Framework for Quantitative Finance and Algorithmic Trading
tsingland-io/lightning-rs
Framework for Quantitative Finance and Algorithmic Trading
tsingland-io/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
tsingland-io/LSTM
基于LSTM的时间序列预测研究
tsingland-io/machine-learning-market-maker
Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
tsingland-io/OptimalExecution_stochastic_control
This is for the capstone project "Optimal Execution of a VWAP order".
tsingland-io/Order-Execution-Strategy
Literature survey of order execution strategies implemented in python
tsingland-io/Order_Book
Simulator of a basic order book flow and order execution
tsingland-io/ou_noise
Ornstein-Uhlenbeck process simulators and estimators
tsingland-io/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
tsingland-io/stochastic
Generate realizations of stochastic processes in python.
tsingland-io/The-Purchase-and-Redemption-Forecast-Challenge-baseline
天池“资金流入流出预测——挑战baseline”的解决方案，线上效果143.5
tsingland-io/thin_trait_object
One pointer wide trait objects which are also FFI safe, allowing traits to be passed to/from and implemented by C ABI code.
tsingland-io/TimeSeriesAnalysisWithPython
tsingland-io/TimeSeriesForecasting
基于统计学的时间序列预测(AR,ARM).