lional's repositories
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
codezbin
A Repository of Personal Projects
ctpapi
编译CtpApi
ctpwrapper
上海期货交易所CTP接口 Shanghai Future CTP Interface CTP Python API Wrapper
deep-early-warnings-pnas
critical transitions, early warning signals, dynamical systems, theoretical ecology, machine learning
hft
high-frequency trading
kshape
Python implementation of k-Shape
lional.github.io
工作相关研究
MarketDataRec
用C++开发的跨平台的基于ctp api的交易程序，可以实现在云服务器连续自动运行，无需手动干预，微信监控实时通知，接触不到电脑也可随时了解交易行情动态，数据文件自动压缩上传百度网盘，熟悉无锁ringbuffer的使用，尽可能降低延迟。
neo4j
Graphs for Everyone
pyalgotrade
Python Algorithmic Trading Library
pyctp
ctp wrapper for python
PyStochasticVolatility
This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.
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.
qtrader
Reinforcement Learning for Portfolio Management
QuantBox.Data
二进制行情存储格式
QuantBox_XAPI
QuantBox统一行情交易接口，跨平台Windows/Linux，支持CTP/LTS/XSpeed/Femas
rqalpha
A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
rqalpha-mod-ctp
RQAlpha 对接 ctp 的扩展 Mod。通过启用该 Mod 来实现期货策略的实盘交易
suning_seckill
苏宁易购抢购茅台，茅台秒杀
ToySpiders
自制Python玩具小爬虫，用来爬取失信被执行人、专利等数据
trading
Utility framework for back-testing technical trading strategies in Python.
tslearn
A machine learning toolkit dedicated to time-series data
vnpy
基于python的开源交易平台开发框架
wolf
platform for trading on foreign exchange market
xyts-strategy-sdk
牛逼的SDK