fred's starred repositories
ACTST972-Mid-Project
ACTSC 972
exchange-core
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
theme-academic-cv
🎓 无需编写任何代码即可轻松创建漂亮的学术网站 Easily create a beautiful academic résumé or educational website using Hugo and GitHub. No code.
fucking-algorithm
刷算法全靠套路，认准 labuladong 就够了！English version supported! Crack LeetCode, not only how, but also why.
academicpages.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
tapjdey.github.io
Personal Website
mutschler.eu
Source code for my personal website https://mutschler.eu
awesome-resume-for-chinese
:page_facing_up: 适合中文的简历模板收集（LaTeX，HTML/JS and so on）由 @hoochanlon 维护
aaai-template
latex template for various conferences, as well as wise-man's overleaf (overleaf is terrible!)
Order-sending-Timing-with-Transaction-cost-analysis
To find out if and when an order should be immediately executed by paying (half) the Bid/Offer spread, i.e, MT. Or if would be economically better to rest this order with the Bid/Offer spread for a period time to achieve possibly a better execution, i.e, OMM.
StockSharp
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
BackTestingPlatform
a platform to conduct algorithmic trading research on historical time series data
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
FinRL-Trading
For trading. Please star.
optimal_transaction_execution
This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-056.pdf It contains 2 MATLAB demonstrating script : DATA_preprocessing.m & VAR_modeling_script.m DATA_preprocessing.m uses the LOBSTER framework (https://lobster.wiwi.hu-berlin.de/) to preprocess high frequency data from the NASDAQ Total View ITCH (csv files) allowing us to reconstruct exactly at each time the order book up to ten depths. Just look at the published script ! VAR_modeling_script.m contains the modeling of the whole order book as VEC/VAR process. It uses the great VAR/VEC Joahnsen cointegration framework. After calibrating your VAR model, you then assess the impact of an order using shock scenario (sensitivity analysis) to the VAR process. We deal with 3 scenarii : normal limit order, aggressive limit order & normal market order). Play section by section the script (to open up figures which contain a lot of graphs). It contains a power point to help you present this complex topic. The second item is entirely based on the following paper : http://www.courant.nyu.edu/~almgren/papers/optliq.pdf It contains a mupad document : symbolic_demo.mn I did struggle to get something nice with the symbolic toolbox. I was not able to drive a continuous workflow and had to recode some equations myself. I nevertheless managed to get a closed form solution for the simplified linear cost model. It contains a MATLAB demonstrating script : working_script.m For more sophisticated cost model, there is no more closed form and we there highlighted MATLAB numerical optimization abilities (fmincon). It contains an Optimization Apps you can install. Just launch the optimization with the default parameters. And then switch the slider between volatility risk and liquidation costs to see the trading strategies evolve on the efficient frontier. It contains a power point to help you present this complex topic.
gym-trading
Environment for reinforcement-learning algorithmic trading models
Deep-Trading
Algorithmic trading with deep learning experiments
xtpwrapper
xtp python wrapper Stock Market Trade API, China Stock Market API
ChinaStock_TradeAPI
ChinaStock_TradeAPI/A股交易接口
ChinaStockQuotes
yootech
RealtimeStock
This package is supported realtime stock quote from Shanghai Exchange, Shenzhen Exchange, HongKong Exchange, and US Market(NASDAQ, NYSE, AMEX).
serverGrid
ServerGrid is a server monitoring application which allows a central overview of how your servers are coping