Adam Lansky's repositories

adamlansky

Config files for my GitHub profile.

Stargazers:0Issues:0Issues:0
Language:HTMLStargazers:0Issues:0Issues:0

CORAD

CORAD: Correlation-Aware Compression of Massive Time Series using Sparse Dictionary Coding

Language:PythonStargazers:0Issues:0Issues:0

CTA-strategies

Backtest result archive for Momentum Trading Strategies

Language:Jupyter NotebookStargazers:0Issues:0Issues:0

DeepLOB-Model-Implementation-Project

This repo contains some codes and outputs of my implementation of DeepLOB model.

Language:Jupyter NotebookStargazers:0Issues:0Issues:0

dtaidistance

Time series distances: Dynamic Time Warping (fast DTW implementation in C)

Language:PythonLicense:NOASSERTIONStargazers:0Issues:0Issues:0

factors

issa useless copy pasta, use them at ur own risk

Stargazers:0Issues:0Issues:0

HFT

AS MM Inspired Models

Language:Jupyter NotebookLicense:MITStargazers:0Issues:0Issues:0

HFT-Orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

Language:CLicense:MITStargazers:0Issues:0Issues:0

HFT-price-prediction

A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

Language:PythonStargazers:0Issues:0Issues:0

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.

Language:PythonLicense:MITStargazers:0Issues:0Issues:0

LOB-Modeling

MM Models

Language:PythonStargazers:0Issues:0Issues:0

hft-server-settings

Collection of tidbits for HFT server config.

Stargazers:0Issues:0Issues:0
License:MITStargazers:0Issues:0Issues:0

MicroPriceIndicator

This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data for the Crypto pair ETHBTC. The data was pulled by me from Binance by subscribing to three different streams - Market Trades, Partial Depth and Orderbook Snapshot. Then these were combined to form the order-book and analysis done on the same.

Stargazers:0Issues:0Issues:0

OrderBook

Matching Engine for Limit Order Book

License:NOASSERTIONStargazers:0Issues:0Issues:0

peregrine

Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries

License:MITStargazers:0Issues:0Issues:0

performance

Collection of documents related tunings for performance of Java low-latency trading systems: from hardware up to application level

Stargazers:0Issues:0Issues:0

PyLimitBook

Python implementation of fast limit-order book.

License:MITStargazers:0Issues:0Issues:0

PythonMatchingEngine

High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies

License:MITStargazers:0Issues:0Issues:0

redis-matching-engine-server

Implement exchange matching engine by lua script, run in redis

Language:LuaStargazers:0Issues:0Issues:0

redis_fdw

A PostgreSQL foreign data wrapper for Redis

Stargazers:0Issues:0Issues:0

rotala

Backtesting engine written in Rust

License:MITStargazers:0Issues:0Issues:0

soft-dtw-divergences

An implementation of soft-DTW divergences.

License:Apache-2.0Stargazers:0Issues:0Issues:0
Stargazers:0Issues:0Issues:0

tectonicdb

Database for L2 orderbook

License:NOASSERTIONStargazers:0Issues:0Issues:0
Stargazers:0Issues:0Issues:0

ThymeBoost

Forecasting with Gradient Boosted Time Series Decomposition

License:MITStargazers:0Issues:0Issues:0

tmux_config

A repo to store my tmux config

Stargazers:0Issues:0Issues:0

TradingGym

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

License:MITStargazers:0Issues:0Issues:0