FrankSzn's repositories
algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
alpha_examples
alpha投研示例
autograd
Efficiently computes derivatives of numpy code.
chickadee
Chickadee OS for Harvard CS 161
cmake-examples
Useful CMake Examples
coder-kung-fu
开发内功修炼
hash-table-shootout
A benchmark of some prominent C/C++ hash table implementations
hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
kelly_code
Code and examples for the project on risk-constrained Kelly gambling
mm-toolbox
toolbox of fast mm-related funcs
napiod
Non-average price impact in order driven markets
OpenMLDB
OpenMLDB is an open-source database that is designed and optimized to enable data integrity and efficiency for machine learning driven applications. In addition to 10x faster ML application landing experience, OpenMLDB provides unified computing and storage engines to reduce the complexity and cost of development and operation.
option-probability-distribution
Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
optionlab
A Python library for evaluating option trading strategies.
QuantResearch
Quantitative analysis, strategies and backtests
Rbeast
Bayesian Change-Point Detection and Time Series Decomposition
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
spectre
GPU-accelerated Factors analysis library and Backtester
talent-plan
open source training courses about distributed database and distributed systemes
tbb
Intel TBB with CMake build system
tensorflow
An Open Source Machine Learning Framework for Everyone
terrier
You know what this is...
tiny-cpp-perf-stats
Project intends to provide an easy framework for collecting and analyzing performance counters
TSMOM
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
tulipindicators
Technical Analysis Indicator Function Library in C
UDPDK
A minimal UDP stack based on DPDK