VeraLyu's repositories
abu
阿布量化交易系统(股票，期权，期货，比特币，机器学习) 基于python的开源量化交易，量化投资架构
AlphaNetV3
Recurrent Neural Network for predicting Stock Returns
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
DeepLearningForTSF
深度学习以进行时间序列预测
drlformm
This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model"
expert_readed_books
2021年最新总结，推荐工程师合适读本，计算机科学，软件技术，创业，**类，数学类，人物传记书籍
GetAstockFactors
获取经典的量化多因子模型数据
HackBrowserData
Decrypt passwords/cookies/history/bookmarks from the browser. 一款可全平台运行的浏览器数据导出解密工具。
HFT
High Frequency Market Making
HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
hugo_pyfolio
Portfolio and risk analytics in Python
LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
LSTM
基于LSTM的时间序列预测研究
Order-Book-Matching-Engine
Order Book Matching Engine for Stock Exchanges (1us latency for matching)
Order-Execution-Strategy
Literature survey of order execution strategies implemented in python
ou_noise
Ornstein-Uhlenbeck process simulators and estimators
PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
PythonStock
一些python的测试代码
QuantsPlaybook
量化研究-券商金工研报复现
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
stochastic
Generate realizations of stochastic processes in python.
THS
同花顺股票交易接口 （纯协议支持python golang）
TimeSeriesForecasting
基于统计学的时间序列预测(AR,ARM).
VisualHFT
GUI for enterprise level high frequency trading systems, making focus on visualizing market microstructure analytics, such Limit Order Book dynamic, latencies, execution quality, and other analytics. WPF & C#
zipline
Zipline, a Pythonic Algorithmic Trading Library