Xiaoteng Ma's starred repositories
hello-algo
《Hello 算法》:动画图解、一键运行的数据结构与算法教程。支持 Python, Java, C++, C, C#, JS, Go, Swift, Rust, Ruby, Kotlin, TS, Dart 代码。简体版和繁体版同步更新,English version ongoing
LLaMA-Factory
Unified Efficient Fine-Tuning of 100+ LLMs (ACL 2024)
chatgpt-on-wechat
基于大模型搭建的聊天机器人,同时支持 微信公众号、企业微信应用、飞书、钉钉 等接入,可选择GPT3.5/GPT-4o/GPT-o1/ Claude/文心一言/讯飞星火/通义千问/ Gemini/GLM-4/Claude/Kimi/LinkAI,能处理文本、语音和图片,访问操作系统和互联网,支持基于自有知识库进行定制企业智能客服。
awesome-cto
A curated and opinionated list of resources for Chief Technology Officers, with the emphasis on startups
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Startup-CTO-Handbook
The Startup CTO's Handbook, a book covering leadership, management and technical topics for leaders of software engineering teams
hummingbot
Open source software that helps you create and deploy high-frequency crypto trading bots
Time-Series-Library
A Library for Advanced Deep Time Series Models.
backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
decision-transformer
Official codebase for Decision Transformer: Reinforcement Learning via Sequence Modeling.
hftbacktest
A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures
binance-public-data
Details on how to get Binance public data
TradeMaster
TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
iTransformer
Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight), https://openreview.net/forum?id=JePfAI8fah
VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
Axial-LOB-High-Frequency-Trading-with-Axial-Attention
Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'