alexei-jiltsov's repositories
algobroker
Algo execution engine
algotrading
Algorithmic Trading, Baruch course project
BondLab
Bond Lab is a suite of software for the analysis of fixed income securities.
c.js
IPC serialize/deserialize from KDB+ to JS
Clairvoyant
Software designed to identify and monitor social/historical cues for short term stock movement
dash
really fast webserver for kdb (>100kq/sec) and dashboard-making bits
etf-trade
ETF trading signal
fiximulator
Automatically exported from code.google.com/p/fiximulator
googleAuthR
Google API Client Library for R. Build libraries for any Google API with OAuth2 for both local and Shiny app use.
High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
hkex-matching-engine-with-kdb
HKEx Stock Exchange Matching Engine with KDB+ and Q
IMF_Macro_Forecasting_R
R code for the IMF edX course on Macroeconomic Forecasting
investing-historical-prices-downloader
A crawler that downloads the historical prices for the asset you want in the range of dates you want from investing
kdb
kdb+ Database Utils and Examples
kdbplus
A repository for q/kdb+ programs.
liquibook
Blazing fast C++ limit order book matching engine
machine-learning-market-maker
Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
MarketMaker
Marketmaker trading strategy
mth-9879
Baruch course - Market Microstructure
ob-analytics
Limit order book event processing and visualisation
pythalesians
Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns etc.
qex
Equity Exchange implemented in Q running on KDB+
react-trading-ui
Component library for trading applications 😰📉💸
s-and-p-500-companies
List of companies in the S&P 500 together with associated financials
tribeca
A high frequency, market making cryptocurrency trading platform in node.js
what-happens-when
An attempt to answer the age old interview question "What happens when you type google.com into your browser and press enter?"