mattpearson

etfanalytics

Fetch detailed ETF holdings data and analyze composition of ETF portfolios.

cme_mdp_decoder

CME MDP Example implementation

bittrex-historical-data

Download historical data for Bittrex crypto market data

GRUV

GRUV is a Python project for algorithmic music generation.

cereal

A C++11 library for serialization

char-rnn

Multi-layer Recurrent Neural Networks (LSTM, GRU, RNN) for character-level language models in Torch

commentjson

Add JavaScript or Python style comments in JSON.

Cplusplus-Concurrency-In-Practice

A Detailed Cplusplus Concurrency Tutorial 《C++ 并发编程指南》

crypto-socket

Basic NPM package, cryptocurrency ticker supporting public API calls to multiple exchanges and currencies with websockets where available.

Deep-Portfolio-Theory

Deep Learning framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)

dl-algo-trader

Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q-Learning

DQN-Atari-Tensorflow

Simplest Version of playing Atari with Deep Q Learning in Tensorflow

dqn-hfo

Flask-Async-Socket-IO

Working Flask example code for asynchronous HTML updates with Socket.io

gdax-fix-example

Simple example application for GDAX FIX API

GeminiBook

Gemini websocket marketdata depth of book

IbPy

Python API for the Interactive Brokers on-line trading system.

ignite-examples

image-analogies

Generate image analogies using neural matching and blending.

kivy

Open source UI framework written in Python, running on Windows, Linux, macOS, Android and iOS

mattpearson.github.io

A web application to build your blog on GitHub

Misc

Misc scripts

muduo

A C++ non-blocking network library for multi-threaded server in Linux

qtpylib

QTPyLib, Pythonic Algorithmic Trading

sbedecoder

Python based Simple Binary Encoding (SBE) decoder

SimpleOrderBook

Order Book that maps prices to orders. Handles New, Modify, Delete operations. Could be base for Market-By-Order implementations.

tacopie

C++ TCP Library

TwitterPopup

Follow specific users on Twitter and get pop-ups when they tweet.

utxx

C++ Utility Library

XChange

XChange is a Java library providing a streamlined API for interacting with 50+ Bitcoin and Altcoin exchanges providing a consistent interface for trading and accessing market data.