tesla1060's repositories
Algorithmic-Trading-Challenge---Kaggle
Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (http://cs.nyu.edu/courses/fall16/CSCI-GA.2566-001/index.html/)
awesome-lockfree
A collection of resources on wait-free and lock-free programming
Chronicle-Engine
A high performance, low latency, reactive processing framework
Chronicle-Queue
Micro second messaging that stores everything to disk
cleanlab
The standard data-centric AI package for data quality and machine learning with messy, real-world data and labels.
courses
Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1
flatbuffers-zmq-tutorial-cpp
FlatBuffers and ZeroMQ Tutorial in C++
HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
Krypto-trading-bot
Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++
kungfu
Kungfu Master Trading System
lead-lag
Estimation of the lead-lag parameter from non-synchronous data.
lstm-gru-pytorch
LSTM and GRU in PyTorch
marketMaker
接入okcoin的数字货币行情，并在众安交易所做市
onnx
Open standard for machine learning interoperability
pollnet
A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)
PyLimitBook
Python implementation of fast limit-order book.
sample-market-maker
Sample BitMEX Market Making Bot
Seeing-Theory
A visual introduction to probability and statistics.
tardis-machine
Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs
tardis-node
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
tardis-python
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
volatility-model
The goal of this project is to implement a binomial model to calculate options on futures implied volatility using Cox–Ross–Rubinstein (CRR) procedure.
yijinjing-lite
c++, low-latency in-porcess communication via mmap