Pinned Repositories
alphahunter
异步事件驱动/量化交易/做市系统/策略研究/策略回测
awesome-deep-trading
List of awesome resources for machine learning-based algorithmic trading
deep-stock
Deep Learning for Stock Market
ft
算法交易系统，支持CTP、XTP、模拟交易及行情网关、回测。不断迭代更新中。
gt-linalg
Interactive Linear Algebra, free online textbook at Georgia Tech
marketMaker-1
接入okcoin的数字货币行情，并在众安交易所做市
MTH9814-Introduction-to-Financial-Instruments
Baruch MFE 2018 Fall
MTH9879-Market-Microstructure-Models
Baruch MFE 2019 Spring
pyquant
a high-frequency trading backtesting framework
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.
useric's Repositories
useric/alphahunter
异步事件驱动/量化交易/做市系统/策略研究/策略回测
useric/ft
算法交易系统，支持CTP、XTP、模拟交易及行情网关、回测。不断迭代更新中。
useric/ta-lib-rt
TA-Lib RT is a fork of TA-Lib that provides additional API for incremental calculation of indicators without reprocessing whole data.
useric/technical
Different indicators developed or collected for the Freqtrade
useric/agtboost
Adaptive and automatic gradient boosting computations.
useric/algotrading
Algorithmic trading framework for cryptocurrencies.
useric/algotrading-example
algorithm trading backtest and optimization examples
useric/backtest_market_making
backtest;python
useric/backtestlob
Limit Order Book 指値戦略の高速バックテストモジュール
useric/big-data-hft
Course repository for "Big Data Analysis", especially in the field of high-frequency trading (HFT).
useric/cs
my talk for credit suisse
useric/Deep-Reinforcement-Learning-With-Python
Master classic RL, deep RL, distributional RL, inverse RL, and more using OpenAI Gym and TensorFlow with extensive Math
useric/Deep-Robust-Statistical-Arbitrage
This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NETWORKS"
useric/Ensemble-Pytorch
Implementations of scikit-learn like ensemble methods in Pytorch
useric/fast-cpp-csv-parser
fast-cpp-csv-parser
useric/gamma-ray
High frequency trading bot for crypto currencies
useric/HFT
High Frequency Market Making
useric/LightMatchingEngine
A very light matching engine in Python.
useric/market-maker
useric/market-making-backtest
algo trading backtesting on BitMEX
useric/marketmaker-2
useric/MarketMakingMLAlgo
This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
useric/NetCoreServer
Ultra fast and low latency asynchronous socket server & client C# .NET Core library with support TCP, SSL, UDP, HTTP, HTTPS, WebSocket protocols and 10K connections problem solution
useric/Order-Matching-Engine
400k orders per second at a 2.5 μs (avg.) latency order matching engine in python
useric/PythonMatchingEngine
High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies
useric/pythran
Ahead of Time compiler for numeric kernels
useric/qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
useric/Research-2
Open sourced research notebooks by the QuantConnect team.
useric/t18
Algotrading framework for C++17
useric/tulipindicators
Technical Analysis Indicator Function Library in C