skylame's repositories
aat
Asynchronous, event-driven algorithmic trading in Python and C++
hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
hummingbot
Open source software that helps you create and deploy high-frequency crypto trading bots
trio
Trio – a friendly Python library for async concurrency and I/O
tqdm
:zap: A Fast, Extensible Progress Bar for Python and CLI
lead-lag
Estimation of the lead-lag parameter from non-synchronous data.
quantstats
Portfolio analytics for quants, written in Python
ccapi
A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.
ml_monorepo
super-monorepo for machine learning and algorithmic trading
kungfu
Kungfu Trader
books
A collection of Mathematics + CS + what have you related books collected over the years for school 🎓 and personal reading 📚.
requests
A simple, yet elegant, HTTP library.
awesome-python-code-formatters
A curated list of awesome Python code formatters
FINM33150_QuantTradingStrats
[FINM 33150] (Winter 2022) Regression Analysis and Quantitative Trading Strategies | Professor: Brian Boonstra
geneticalgorithm
Genetic Algorithm Package for Python
pdf-dump
A dump of all the data science materials (mostly pdf's) that I have accumulated over the years
sbedecoder
Python based Simple Binary Encoding (SBE) decoder
QuantFinance
Top training materials in quantitative finance
CppTrader
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
MLAlgorithms
Minimal and clean examples of machine learning algorithms implementations
data_books
data books i have collected
DecisiveML
Machine learning end-to-end research and trade execution
C-Programming-Books
A collection of useful books and papers for learning and programming in ANSI C
orderbook
A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go version)
Machine_Learning_bookshelf
机器学习深度学习相关书籍、课件、代码的仓库。 Machine learning is the warehouse of books, courseware and codes.
e-book
各方面的电子书籍