James Horton's starred repositories
algotrading-example
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
SocialEngineeringDictionaryGenerator
社会工程学密码生成器，是一个利用个人信息生成密码的工具
alphalens-reloaded
Performance analysis of predictive (alpha) stock factors
binance_historical_data
python PYPI package to dump all needed crypto historical data from binance just by 2 lines of code
ansible-cn
更多Udemy课程
system-design-101
Explain complex systems using visuals and simple terms. Help you prepare for system design interviews.
cyclonedds
Eclipse Cyclone DDS project
iceoryx-rs
Rust wrapper for Eclipse iceoryx™ - true zero-copy inter-process-communication
quantstats
Portfolio analytics for quants, written in Python
expr_codegen
codegen from expression to others, such as polars, pandas
AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
uniswap-arbitrage-analysis
Uniswap arbitrage problem analysis
market-making-arbitrage
A side-project using Python and ccapi to perform crypto market making
order-book-heatmap
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.