javifalces

FinRL

FinRL: Financial Reinforcement Learning. 🔥

Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

quantstats

Portfolio analytics for quants, written in Python

XChange

XChange is a Java library providing a streamlined API for interacting with 60+ Bitcoin and Altcoin exchanges providing a consistent interface for trading and accessing market data.

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.

GeneticAlgorithmPython

Source code of PyGAD, a Python 3 library for building the genetic algorithm and training machine learning algorithms (Keras & PyTorch).

Disruptor-net

Port of LMAX Disruptor to .NET

zipline-reloaded

Zipline, a Pythonic Algorithmic Trading Library

ParquetViewer

Simple Windows desktop application for viewing & querying Apache Parquet files

VisualHFT

VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.

ccapi

A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.

microprice

microprediction

If you can measure it, consider it predicted

alphalens-reloaded

Performance analysis of predictive (alpha) stock factors

Stock-Trading-Visualization

A simple, yet elegant visualization of our stock trading RL agent environment.

java-timeseries

Time series analysis in Java

SwapsBook

Low Latency Interest Rate Markets – Theory, Pricing and Practice

HFTFramework

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

java-reinforcement-learning

Package provides java implementation of reinforcement learning algorithms such Q-Learn, R-Learn, SARSA, Actor-Critic

3D_order_book

Example 3D order book visualiser for crypto markets.

drlformm

This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model"

daikin_madoka

Home Assistant custom component integration for the BRC1H thermostat (madoka)

Java-Deep-Learning-Cookbook

Java Deep Learning Cookbook, published by Packt

Statistical-Arbitrage-Avellaneda-

Tindeq-Progressor-climbing-strength-test-server

A python and bokeh application that creates a user interface to run climbing strength tests, that can store, visualize and send results

PyTindeq

orderbook

webapp-rl4j

webapp for rl4j in scala to monitor doom learning

PCAVasicek

The Vasicek model is a mathematical model describing the evolution of interest rates. I explained how to use principal component analysis (PCA) for the interest rate models. I demonstrated how to calibrate Vasiceck model and how to run Monte Carlo simulations for Vasicek model. https://youtu.be/TrEnSQ2Pms4

gym-zmq

OpenAI Gym environment adapter using ZeroMQ