apesternikov's repositories
awesome-bazel
A curated list of Bazel rules, tooling and resources.
bazel-remote
A remote HTTP/1.1 cache for Bazel
Code
Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
core
Build platforms that flexibly mix SQL, batch, and stream processing paradigms
ctc-executioner
Master Thesis: Limit order placement with Reinforcement Learning
dbg-pds-tensorflow-demo
Making predictions on prices in the Deutsche Börse Public Dataset using neural networks
deep-orderbook
Deep learning modelling of orderbooks
Dreambooth-Stable-Diffusion
Implementation of Dreambooth (https://arxiv.org/abs/2208.12242) by way of Textual Inversion (https://arxiv.org/abs/2208.01618) for Stable Diffusion (https://arxiv.org/abs/2112.10752). Tweaks focused on training faces, objects, and styles.
envoy
Cloud-native high-performance edge/middle/service proxy
FXCM_currency
Using Machine Learning for live currency trading
gcloudzap
Zap logger that forwards entries to Google Stackdriver Logging.
grpc-tools
A suite of gRPC debugging tools. Like Fiddler/Charles but for gRPC.
ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
justabazeltest
Test repository
machine-learning-for-trading
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
mkdocs-json-schema-plugin
MkDocs Json Schema Parser
openrisk
Open source post-trade risk management system
opentrade
An open source OEMS, and intraday algorithmic trading platform in modern C++ for institutional investors
rules_docker
Rules for building and handling Docker images with Bazel
rules_esbuild
Bazel rules for https://esbuild.github.io/ JS bundler
rules_gitops
This repository contains rules for continuous, GitOps driven Kubernetes deployments.
rules_java
Java rules for Bazel
rules_js
EXPERIMENTAL Rules for running nodejs tools and building JavaScript projects
rules_nodejs
JavaScript and NodeJS rules for Bazel
rules_ts
Bazel rules for the `tsc` compiler from http://typescriptlang.org
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.
Stock-Trading-Visualization
A simple, yet elegant visualization of our stock trading RL agent environment.
tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
tradelib
A Java framework for backtesting and trading
trading-backtest
A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model