Pinned Repositories
algorithmica
A computer science textbook
alphamodel
Alpha model skeletons & examples
auction-market-making
awesome-public-datasets
A topic-centric list of HQ open datasets.
bybit-smm
bybit simple market maker
Pair_Trading_with_Box_Tiao_Decomposition
Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
user529481's Repositories
user529481/Pair_Trading_with_Box_Tiao_Decomposition
Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
user529481/algorithmica
A computer science textbook
user529481/awesome-public-datasets
A topic-centric list of HQ open datasets.
user529481/bybit-smm
bybit simple market maker
user529481/cointanalysis
Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.
user529481/correlation_clustering
A python implementation of Correlation Clustering
user529481/cvxportfolio
Portfolio optimization and simulation in Python
user529481/econ_data
Python 3 examples of using economic data APIs and working with economic microdata. Includes bd CPS.
user529481/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
user529481/fi2010
FI2010 Dataset (Personal use) https://etsin.fairdata.fi/dataset/73eb48d7-4dbc-4a10-a52a-da745b47a649
user529481/High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
user529481/imperial_hft
user529481/Insider-Trading
This program extracts insider trading data from the sec website and stores it in excel file for the specified time frame.
user529481/MachineLearningStocks
Using python and scikit-learn to make stock predictions
user529481/misc
user529481/mutual_information
Contains companion code for the Mutual Information YouTube channel
user529481/octodns
Tools for managing DNS across multiple providers
user529481/Orion
A machine learning library for detecting anomalies in signals.
user529481/pairs_trading
experiments with pair trading
user529481/price-discovery
Mid price estimation in LOB using Markov model
user529481/pymc-examples
Examples of PyMC models, including a library of Jupyter notebooks.
user529481/pyts
A Python package for time series classification
user529481/QuantResearch
Quantitative analysis, strategies and backtests
user529481/SABR_Volatility_Arbitrage
A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
user529481/sample-market-maker
Sample BitMEX Market Making Bot
user529481/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.
user529481/SPMC-Queue
Very fast single producer multiple consumer queue (thread safe)
user529481/Statistical-Arbitrage
High-frequency statistical arbitrage
user529481/TikTok
user529481/toraniko
A multi-factor equity risk model for quantitative trading.