peerchen's repositories

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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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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MQTT-Web-Toolkit

EMQ Web Toolkit

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mse448-trend-following

Trend Following Strategy for an MS&E 448 Project

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Multi-Factor-Model

Multi-Factor model with regression method

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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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PairsTrading

Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).

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Reinforce-Learning-pair-trading

Pair Trading - Reinforcement Learning - with Oanda Trading API

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SAP-Security-Audit

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

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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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sqlite3-dbx

SQLite3 with encryption support

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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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watermark

The convenient python tools for your work

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WinSysData

Windows System Configuration Data Collection

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