KuzmaKoch's repositories
optionlab
A Python library for evaluating option trading strategies.
hurst
Hurst exponent evaluation and R/S-analysis in Python
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.
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
QLUA-2
QLUA, алготрейдинг, Quik, MOEX, FORTS
rosreestr2coord
Вычисление координат участка по кадастровому номеру с сайта https://pkk.rosreestr.ru
trader
交易模块
ethereum-etl
Python scripts for ETL (extract, transform and load) jobs for Ethereum blocks, transactions, ERC20 / ERC721 tokens, transfers, receipts, logs, contracts, internal transactions. Data is available in Google BigQuery https://goo.gl/oY5BCQ
apimoex
Сlient for MOEX ISS
nautilus_trader
A high-performance algorithmic trading platform and event-driven backtester
qsh-rs
Парсер QScalp v4 формата
vk_api
Модуль для создания скриптов для ВКонтакте | vk.com API wrapper
awesome-piracy
A curated list of awesome warez and piracy links
poptimizer
Оптимизация долгосрочного портфеля акций
PINTO_model_zoo
A repository for storing models that have been inter-converted between various frameworks. Supported frameworks are TensorFlow, PyTorch, ONNX, OpenVINO, TFJS, TFTRT, TensorFlowLite (Float32/16/INT8), EdgeTPU, CoreML.
courses
fast.ai Courses
ML-HFT
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
QuikPy
Библиотека-обертка, которая позволяет получить доступ к функционалу Quik из Python
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.
anomaly-detection-resources
Anomaly detection related books, papers, videos, and toolboxes
course-v3
The 3rd edition of course.fast.ai
example-hftish
Example Order Book Imbalance Algorithm
quik-lua-rpc
RPC-сервис для вызова API Lua-библиотеки торгового терминала QUIK (ARQA Technologies)
Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
QuantLib
The QuantLib C++ library
qlua
Quik Lua indicators fork nick-nh / qlua
hft
real high-frequency-trading system based on c++
Online-News-Clustering
Breaking news clustering using incremental algorithms and NLP techniques.