useric's repositories

alphahunter

异步事件驱动/量化交易/做市系统/策略研究/策略回测

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ft

算法交易系统,支持CTP、XTP、模拟交易及行情网关、回测。不断迭代更新中。

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ta-lib-rt

TA-Lib RT is a fork of TA-Lib that provides additional API for incremental calculation of indicators without reprocessing whole data.

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technical

Different indicators developed or collected for the Freqtrade

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agtboost

Adaptive and automatic gradient boosting computations.

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algotrading

Algorithmic trading framework for cryptocurrencies.

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algotrading-example

algorithm trading backtest and optimization examples

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backtest_market_making

backtest;python

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backtestlob

Limit Order Book 指値戦略の高速バックテストモジュール

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big-data-hft

Course repository for "Big Data Analysis", especially in the field of high-frequency trading (HFT).

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cs

my talk for credit suisse

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Deep-Reinforcement-Learning-With-Python

Master classic RL, deep RL, distributional RL, inverse RL, and more using OpenAI Gym and TensorFlow with extensive Math

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Deep-Robust-Statistical-Arbitrage

This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NETWORKS"

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Ensemble-Pytorch

Implementations of scikit-learn like ensemble methods in Pytorch

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fast-cpp-csv-parser

fast-cpp-csv-parser

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gamma-ray

High frequency trading bot for crypto currencies

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HFT

High Frequency Market Making

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LightMatchingEngine

A very light matching engine in Python.

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market-making-backtest

algo trading backtesting on BitMEX

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MarketMakingMLAlgo

This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log

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NetCoreServer

Ultra fast and low latency asynchronous socket server & client C# .NET Core library with support TCP, SSL, UDP, HTTP, HTTPS, WebSocket protocols and 10K connections problem solution

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Order-Matching-Engine

400k orders per second at a 2.5 μs (avg.) latency order matching engine in python

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PythonMatchingEngine

High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies

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pythran

Ahead of Time compiler for numeric kernels

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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.

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Research-2

Open sourced research notebooks by the QuantConnect team.

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t18

Algotrading framework for C++17

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tulipindicators

Technical Analysis Indicator Function Library in C

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