jonahhill's repositories
AtomicTrader
trading f&*#ing size
bdateutil
Adds business day logic and improved data type flexibility to python-dateutil
CodeSamples_XTAPI_CPP
X_TRADER® API Sample Applications in Unmanaged C++
EngleGrander
Engle-Grander cointegration test
FinMathematics
Books
High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
ib-options
Tools to record real-time option chains, get historical data, interact with IB TWS API.
IB-Trading-Models-And-Backtester
Modular trading models with Interactive Brokers and backtester in Python
IBHistoricalDataDownloader
Downloads historical data from Interactive Brokers
JavaLOB
A fast java implementation of a limit order book
JBookTrader
A Java ATS for market-depth-based trading strategies
mongo-docker
Instant MongoDB Cluster Environment based on docker
Numerai
Numerai Contest
numerai-scripts
My continuing work on the Numer.ai machine learning challenge.
python-backtest
backtesting trading strategy in python
Quantopian-Community
An unofficial place for the Quantopian community to share code
QuantPy
A framework for quantitative finance In python.
SubMicroTrading
Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)
ultrafinance
Python project for real-time financial data collection, analyzing && backtesting trading strategies