sanrei's repositories
uniswap-arbitrage-analysis
Uniswap arbitrage problem analysis
solana-tx-parser-public
Solution for parsing of arbitrary solana transactions
solana-jupiter-bot
ARB Protocol | Automated arbitrage bot using Jupiter
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
1sol-protocol
An innovative Cross-Chain DeFi Aggregator on SOLANA and more
Notepads
A modern, lightweight text editor with a minimalist design.
hummingbot
Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain
awesome-MEV-resources
Get up to speed on Maximum Extractable Value
Mango-Money-Multiplier
It's a baby bot, soon will do more & onchain at that
solana-snapshot-finder
Automatic search and download of snapshots for Solana
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
subway
A practical example on how to perform sandwich attacks on Ethereum
sample-market-maker
Sample BitMEX Market Making Bot
J-Quants-Tutorial
J-Quants-Tutorial
signate-fundamentals-challange-1st-place
the first place solution of JPX fundamentals analysis challenge
Avellaneda-Stoikov-Implementation
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
TabAutoClose
Tab Auto Close is a firefox plugin to autoclose tabs after certain amount of time.
Mastering-Python-for-Finance-source-codes
Accompanying source codes for my book 'Mastering Python for Finance'.
AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
Stock_feature_engineering
Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. Generated features from indicators, statistics, and recent factors. Used multi-disciplined analysis to find feature importance. Attached labels of trends and stop/hold positions for machine learning. Used machine learning to significant features.
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
crypto-arbitrage-framework
A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.