bychjzh's repositories
agrona
High Performance data structures and utility methods for Java
alphalens
Performance analysis of predictive (alpha) stock factors
cake_sniper
EVM frontrunning tool
crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
demikernel
Demikernel OS
dsl-json
High performance JVM JSON library
gamma-ray
High frequency trading bot for crypto currencies
hardware-effects
Demonstration of various hardware effects.
iceoryx
Eclipse iceoryx™ - true zero-copy inter-process-communication
iceoryx-rs
Rust wrapper for Eclipse iceoryx™ - true zero-copy inter-process-communication
io-uring
The `io_uring` library for Rust
jnativehook
Global keyboard and mouse listeners for Java.
kalman-rs
Dead simple implementation of Discrete Kalman filter for object tracking purposes
libdeflate-java
libdeflate JNI bindings for Java.
LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
low-latency-ethernet
RTL implementation of the low latency ethernet modules for the NASDAQ HFT FPGA project.
memmap2-rs
cross-platform Rust API for memory mapped IO
mev-geth
Go implementation of MEV-Extract for Ethereum
monoio
Rust async runtime based on io-uring.
nuclei
Fast and customizable vulnerability scanner based on simple YAML based DSL.
panoramix
Ethereum decompiler
pyfolio
Portfolio and risk analytics in Python
qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
tectonicdb
Database for L2 orderbook
two-factor-auth
Two Factor Authentication Java code implementing the Time-based One-time Password Algorithm
zinc
The Zinc language public repository