priceD's repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
algotrading-example
multi order book algo for MM # algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
avellaneda_stoikov_mm
My implementation of Avellaneda-stoikov market making model
Awesome-Text-to-Image
(ෆ`꒳´ෆ) A Survey on Text-to-Image Generation/Synthesis.
bybit_scalp_bot
Simple scalp bot for Bybit USDT Perpetual futures
bybit_scalp_bot_v2
Simple bybit scalp bot v2 (with binance data to check moving averages)
c-binance-future-quant
低成本，高效率，简单实现的币安合约量化系统架构
Daily-Frequency-Quant
Automatic factor mining and constructing
HFT
High Frequency Market Making
hftbacktest
high frequency trading backtesting tool of limit orders and the queue position based on full trade/orderbook tick data
hummingbot
Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain
llm-course
Course to get into Large Language Models (LLMs) with roadmaps and Colab notebooks.
machine-learning-for-trading
alpha factor lib / Code for Machine Learning for Algorithmic Trading, 2nd edition.
martin-binance
Free trading system for crypto exchanges SPOT market. Adaptive customizable reverse grid strategy based on martingale.
mean_reversion_strategies
Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
ML-HFT
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
mmpy
Market Making in Python
momentum_signals
Basic analysis of executed trades and orderbook data to produce trade signals based on found imbalance.
notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
pybit
Official Python3 API connector for Bybit's HTTP and WebSockets APIs.
Quantitative-analysis
量化研究-券商金工研报复现
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
stationarity
Calculate stationarity of market prices.
tr8dr.github.io
Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets
universal-portfolios
Collection of algorithms for online portfolio selection
veighna_strategy
Elite策略库
WeChatMsg
提取微信聊天记录，将其导出成HTML、Word、CSV文档永久保存，对聊天记录进行分析生成年度聊天报告
XWZYC
Config files for my GitHub profile.