lcsrodriguez

optimalHFT

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

ecocal

Worldwide economic calendar Python package (details, estimates, market news, ...)

CuttingEdge-Milliman

Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)

HFT-IntradayVol-Estimation

Intraday volatility estimation using High-Frequency Financial Data

cryptotrading

Crypto-currencies (Bitcoin) trading & Transfer Learning applications

earnings

Equity earnings Python package (confirmed calendar, news articles, earnings transcripts, ...)

AIS-ws-feedhandler

Python tool scraping and collecting terrestrial AIS streaming data (visualization, API usage tracking, ...)

fx

FX high-frequency tick/candle historical data scraping tool

lob

L2 data generator - Limit Order Book reconstruction project

SABR_Volatility-Rates

ActionsFundamentals

articles

Git repo for the portfolio's articles

binlog

A high performance C++ log library, producing structured binary logs

ENSIIE_S3_PAP_BLACK_SCHOLES_CPP

Final Git repo for Black-Scholes & Heat equation PDEs simulations project in C++ with SDL2

qkucoin

Q/KDB+ handler for Kucoin HTTP/WS API

dl-practicals

dp

Design pattern implementation

fibonacci

fix-decode

FIX protocol decoder

ice

incubator-livy

Mirror of Apache livy (Incubating)

intro-ml-assignment

K-Medoids-clustering

lcsrodriguez

Config files for my GitHub profile.

lcsrodriguez.github.io

Main repository centralizing essential ressources of my personal Github website.

pgp-keys

Git repo of the dedicated PGP keys

project-gen

New project config

SuperTODO

test_dependabot

yf-lookup

Yahoo! Finance Ticker lookup tool