liujiamingustc's repositories
half_tael_DQN
A foreign exchange trading bot with quite some personalities, utilizing CNN + DQN with persona-driven adjustments.
PandoraTrader
A CTP Trade Platform for quant developer
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
blockmesh_boundingbox
Creates a bounding box around a given STL for OpenFOAMs blockMesh utility
chtMultiRegionSkipSolidFoam
chtMultiRegionFoam which skip solving solid for each steps
cs6210-f19
Course material for Cornell CS 6210 for Fall 2019
HFT-CNN
Convolutional Neural Network based on Hierarchical Category Structure for Multi-label Short Text Categorization
iCTP
对上期CTP接口进行二次封装，各种资金，持仓，成交回报和委托回报的计算全部重写，明显提高了计算效率和及时性，可以被C++，C#，Java，Python，Matlab，R等语言调用，底层代码并不开源，本库中包含了这些语言的调用示例，并将不断完善，另外还包含一个使用这个接口制作的美观大方的期货交易程序。
incompressibleConjugateHeatTransfer
Incompressible conjugate heat transfer solver development based on OpenFOAM foundation version 6
incubator-mxnet
Lightweight, Portable, Flexible Distributed/Mobile Deep Learning with Dynamic, Mutation-aware Dataflow Dep Scheduler; for Python, R, Julia, Scala, Go, Javascript and more
IR_OpenFOAM
Initial Research & Some tutorials & Programming
lesgo
The Large-Eddy Simulation framework from the Turbulence Research Group at Johns Hopkins University
LSTMNeuralNetworksforStockTrading
A first pass on creating LSTM Neural Networks in MATLAB to make day-to-day stock trading decisions.
ML-NLP
此项目是机器学习(Machine Learning)、深度学习(Deep Learning)、NLP面试中常考到的知识点和代码实现，也是作为一个算法工程师必会的理论基础知识。
models
Models and examples built with TensorFlow
MovingAverage
Exponential Moving Average
MPI-Parallel-Programming
This repository contains simple code I am writing to learn parallel computing using MPI.
neural-finance
Neural Network for HFT-trading [experimental]
ofpp
OpenFOAM Python Parser, parse data in OpenFOAM output files to Numpy array.
Pair-Trading-Reinforcement-Learning
An Structural Application of Reinforcement Learning in Pair Trading
RadianceToFoam
Read the short-wave radiation information from Radiance and use it as a time-varying boundary condition in OpenFOAM
RL-Forex-trader-LSTM
Deep LSTM Duel DQN Reinforcement Learning Forex EUR/USD Trader
RL-Stock
📈 如何用深度强化学习自动炒股
Therminator
Therminator: Thermal Simulator for Portable Devices
trade
A paradigm for financial applications. Reference implementation in Python.
TradingGym
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
vnpy
基于Python的开源量化交易平台开发框架
XAPI2
统一行情交易接口第2版