peerchen's repositories

AlgorithmicTrading

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

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Financial-Time-series-analysis-for-High-Frequency-Trading

Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the field of High-Frequency Trading (HFT), forecasting for trading purposes is even a more challenging task since an automated inference system is required to be both accurate and fast. In this project, we have implemented a shallow-architecture methodology for the forecasting of financial time-series data, which gives state-of-the-art results. This architecture has been trained and tested on the benchmark Limit Order Book(LOB) FI-2010 dataset, and the corresponding results are compared and analyzed using a variety of measures.

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Statistical-Arbitrage

Using Particle Markov Chain Monte Carlo

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Unit-15-High-Frequency-Trading-Algorithm

Week 15 Homework Assignment

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ant-dark-theme

Dark Theme variables for Ant Design

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antd-admin

An excellent front-end solution for enterprise applications built upon Ant Design and UmiJS

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big-file-upload

Uploading large files using node.js, nginx, react

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big_file_upload_download

断点续传,断点下载

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bruteforce-database

Bruteforce database

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Burp-Suite

|| Activate Burp Suite Pro with Key-Generator and Key-Loader ||

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Database-Security-Audit

Training course materials, scripts and notes related to database security audit and penetration testing

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Encrypt-python-code-License-control

python代码加密以及python代码的License控制

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freqtrade-strategies

Free trading strategies for Freqtrade bot

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hummingbot

Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain

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img2vec

:fire: Use pre-trained models in PyTorch to extract vector embeddings for any image

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Oracle-EBS-Security-Audit

Wordlist to get files/ folders listed by the app that may expose passwords, sensitive file or folders

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Oracle-EBS-SQL

Library of Oracle EBS SQLs for operational Excel and ECC reporting, Discoverer replacement, Oracle EBS performance tuning and rapid report development.

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oracle-extracts

Oracle EBS extracts - sys

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pairs_trading

experiments with pair trading

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pairstrade-fyp-2019

We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.

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react-virtual-scroller

A React component for efficiently rendering lists with large number of elements

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SAP-Security-Audit

Training course materials and notes related to SAP security audit and penetration testing

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SecLists

SecLists is the security tester's companion. It's a collection of multiple types of lists used during security assessments, collected in one place. List types include usernames, passwords, URLs, sensitive data patterns, fuzzing payloads, web shells, and many more.

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semantic-segmentation-editor

Web labeling tool for bitmap images and point clouds

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SQL4OracleEBS

SQL for Oracle EBS 12.1.3 Administrator

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TickStrategy-future-A50

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

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virtual-scroller

A custom web component for efficiently rendering lists with large number of elements.

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watermark

The convenient python tools for your work

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WinSysData

Windows System Configuration Data Collection

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