Yingzhong Xu's repositories
worksapplication2013recruite
The solution source code of Works Applications 2013 recruiting examination.
AlphaStreams
Alpha Streams Public SDK.
cassandra
Mirror of Apache Cassandra
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.
impala-tpcds-kit
TPC-DS Kit for Impala
ionic-timepicker
'ionic-timepicker' bower component for ionic framework applications
Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python)
Markdown-Edit
My attempt at a markdown editor for windows
monit-java-api
This is the java client of monit
NinjaTrader8
NinjaTrader8 Components Strategies and Trading tools
oozie
Mirror of Apache Oozie
peg-markdown
An implementation of markdown in C, using a PEG grammar
prettymaps
A small set of Python functions to draw pretty maps from OpenStreetMap data. Based on osmnx, matplotlib and shapely libraries.
rethinkdb-java
A (currently very limited) rethinkdb java driver
Scatic
A static website generator built on scala
slate
Beautiful static documentation for your API
spark
Mirror of Apache Spark
SPX-Gamma-Exposure
Calculates estimate of market maker gamma exposure derived from S&P 500 index options
Trade-Classification-Algorithms
To classify trades into buyer- and seller-initiated.
voldemort
An open source clone of Amazon's Dynamo.