Pinned Repositories
4K-IPTV
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
AXOrderBook
A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。
betterquant
📈 Better Quant
c-binance-future-quant
低成本,高效率,简单实现的币安合约量化系统架构
clashindocker
Using docker to run clash as a bypass route
cvxportfolio
Portfolio optimization and back-testing.
cvxpylayers
Differentiable convex optimization layers
docker_global_transparent_proxy
使用clash +docker 进行路由转发实现全局透明代理
xdaniel9's Repositories
xdaniel9/avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
xdaniel9/Avellaneda-Stoikov-1
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
xdaniel9/AXOrderBook
A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。
xdaniel9/betterquant
📈 Better Quant
xdaniel9/c-binance-future-quant
低成本,高效率,简单实现的币安合约量化系统架构
xdaniel9/clashindocker
Using docker to run clash as a bypass route
xdaniel9/cvxportfolio
Portfolio optimization and back-testing.
xdaniel9/cvxpylayers
Differentiable convex optimization layers
xdaniel9/docker_global_transparent_proxy
使用clash +docker 进行路由转发实现全局透明代理
xdaniel9/HAM
Hybrid attention module
xdaniel9/High-Frequency
High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)
xdaniel9/HIST
The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
xdaniel9/kungfu
Kungfu Trader
xdaniel9/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.
xdaniel9/chflags_trollhelper
xdaniel9/cppcon2023
Code for "SPSC Lock-free, Wait-free Fifo from the Ground Up" presentation at CPPCON 2023
xdaniel9/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
xdaniel9/MovieHunter
MovieHunter:一键下载m3u8脚本
xdaniel9/MPMCQueue
A bounded multi-producer multi-consumer lock-free queue written in C++11
xdaniel9/NanoLog
Fork from NanoLog. Output txt format logs directly for hft.
xdaniel9/nas-tools
NAS媒体库管理工具
xdaniel9/OnePy
Python Backtesting library for OnePiece in trading.
xdaniel9/OpenFE
OpenFE: automated feature generation with expert-level performance
xdaniel9/rt-n56u
Padavan
xdaniel9/ss-tproxy
SS/SSR/V2Ray/Socks5 透明代理 for Linux
xdaniel9/str
A SIMD optimized fixed-length string class along with an adaptive hash table for fast searching
xdaniel9/SymbolicRegressionGPU
GP based symbolic regression framework accelerated by CUDA
xdaniel9/textmate
TextMate is a graphical text editor for macOS 10.12 or later
xdaniel9/tsc_clock
Proper TSC based clock
xdaniel9/yijinjing-lite
c++, low-latency in-porcess communication via mmap