riverocean66's repositories
qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
ITCH
Nasdaq Order Book Reconstructor
scipy
Scipy library main repository
statsmodels
Statsmodels: statistical modeling and econometrics in Python
scikit-learn
scikit-learn: machine learning in Python
d2l-zh
《动手学深度学习》：面向中文读者、能运行、可讨论。中英文版被全球175所大学采用教学。
LOB
Benchmark Dataset of Limit Order Book in China Markets
crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
limit-order-book
A C++ and Python implementation of the limit order book.
LightGBM
A fast, distributed, high performance gradient boosting (GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks. It is under the umbrella of the DMTK(http://github.com/microsoft/dmtk) project of Microsoft.
spdlog
Fast C++ logging library.
NanoLog
Nanolog is an extremely performant nanosecond scale logging system for C++ that exposes a simple printf-like API.
cmake-tutorial
A Brief Beginner’s Guide to CMake or How to quickly get up and running with CMake
awesome-cpp
A curated list of awesome C++ (or C) frameworks, libraries, resources, and shiny things. Inspired by awesome-... stuff.
vnpy
基于python的开源量化交易平台开发框架
benchmark
A microbenchmark support library
kungfu
Kungfu Master Trading System
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
Fast-Log
Toy fats log for Meeting C++ 2016
variadicLogging
Working basic prototype of variadic template based logging
FastLogger
Memory mapped logger
High-Frequency-Data-Order-Book-Analyser
If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not precise enough. Banks and huge financial institutions use powerful computers to transact a large number of orders at very fast speed. Thus, thousands of buying and selling orders are launched within a fraction of a second. So why can’t you see it? High Frequency Data analyser, is an innovative program helping you to analyze high frequency data in order to increase your understanding of the market. High Frequency Data takes trading to the next level, transforming your order book into a interactive visual map. You can now observe visual trading patterns and create new trading strategies. You can chose the parameters you are interested in. ( Volume/askBid). You can observe executed orders and analyse the impact of these executions on the market. You can pause and save the graph whenever you want in order to study more deeply a situation. It plays real time information and offers you many indicators to get an accurate vision of the market.(market indicator) You can visualize the available shares for each value with a very deep order book. (avancer dans le order book). You can also export your data into Excel and draw your most significant graphs. For a deeper and precise order book analysis, download High Frequency Data analyser now!