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
agtboost
Adaptive and automatic gradient boosting computations.
algotrading
Algorithmic trading framework for cryptocurrencies.
algotrading-example
algorithm trading backtest and optimization examples
backtest_market_making
backtest;python
backtestlob
Limit Order Book 指値戦略の高速バックテストモジュール
big-data-hft
Course repository for "Big Data Analysis", especially in the field of high-frequency trading (HFT).
cs
my talk for credit suisse
Deep-Reinforcement-Learning-With-Python
Master classic RL, deep RL, distributional RL, inverse RL, and more using OpenAI Gym and TensorFlow with extensive Math
Deep-Robust-Statistical-Arbitrage
This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NETWORKS"
Ensemble-Pytorch
Implementations of scikit-learn like ensemble methods in Pytorch
fast-cpp-csv-parser
fast-cpp-csv-parser
gamma-ray
High frequency trading bot for crypto currencies
HFT
High Frequency Market Making
LightMatchingEngine
A very light matching engine in Python.
market-making-backtest
algo trading backtesting on BitMEX
MarketMakingMLAlgo
This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
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
Order-Matching-Engine
400k orders per second at a 2.5 μs (avg.) latency order matching engine in python
PythonMatchingEngine
High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies
pythran
Ahead of Time compiler for numeric kernels
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.
Research-2
Open sourced research notebooks by the QuantConnect team.
t18
Algotrading framework for C++17
tulipindicators
Technical Analysis Indicator Function Library in C