zxweed's starred repositories

professional-programming

A collection of learning resources for curious software engineers

Language:PythonLicense:MITStargazers:45983Issues:985Issues:28

simdjson

Parsing gigabytes of JSON per second : used by Facebook/Meta Velox, the Node.js runtime, ClickHouse, WatermelonDB, Apache Doris, Milvus, StarRocks

Language:C++License:Apache-2.0Stargazers:18866Issues:241Issues:816

Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Language:C++License:BSD-3-ClauseStargazers:2872Issues:78Issues:129

time-series-transformers-review

A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.

hftbacktest

A high-frequency trading and market-making backtesting tool 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

Language:RustLicense:MITStargazers:1607Issues:51Issues:61

TradeMaster

TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:1262Issues:36Issues:66

ppscore

Predictive Power Score (PPS) in Python

Language:PythonLicense:MITStargazers:1093Issues:27Issues:61

fin-ml

This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.

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tradingeconomics

TRADING ECONOMICS - API Code Examples

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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.

Language:C#License:Apache-2.0Stargazers:711Issues:34Issues:14

tgcloud

Opensource Telegram based cloud storage

Language:PythonLicense:Apache-2.0Stargazers:554Issues:40Issues:17

Time-Series-Forecasting-and-Deep-Learning

Resources about time series forecasting and deep learning.

WorldQuant_alpha101_code

Code implementation of the Quantigic 101 Formulaic Alphas

tuneta

Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models

Language:PythonLicense:MITStargazers:391Issues:13Issues:23

nbmake

đź“ť Pytest plugin for testing notebooks

Language:PythonLicense:Apache-2.0Stargazers:178Issues:3Issues:47

DelphiGrpc

DelphiGrpc is a Delphi implementation of the realtime and streaming gRPC protocol (http://grpc.io).

Language:PascalLicense:Apache-2.0Stargazers:162Issues:34Issues:4

The-Book-of-Trading-Strategies

Source Codes for the Book of Trading Strategies

Language:PythonStargazers:155Issues:12Issues:0

portfoliolab

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

wpca

Weighted Principal Component Analysis (PCA) in Python

Language:Jupyter NotebookLicense:BSD-3-ClauseStargazers:143Issues:5Issues:8

mrmath

Delphi matrix library

Language:PascalLicense:Apache-2.0Stargazers:93Issues:22Issues:8

deep-orderbook

Deep learning modelling of orderbooks

Language:Jupyter NotebookLicense:MITStargazers:87Issues:4Issues:5

DeepLOB-Model-Implementation-Project

This repo contains some codes and outputs of my implementation of DeepLOB model.

Language:Jupyter NotebookStargazers:76Issues:3Issues:2

Contrarian-Trading-Strategies

Source Codes for "Contrarian Trading Strategies in Python"

analysis-sharing

Sharing quantitative analyses on Crypto Lake data

Language:Jupyter NotebookLicense:MITStargazers:53Issues:8Issues:0

Multi-Strategy-Quant-System

This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.

Language:Jupyter NotebookStargazers:11Issues:2Issues:1

research

Contains all the Jupyter Notebooks used in our research.

Language:Jupyter NotebookLicense:MITStargazers:10Issues:0Issues:0
Language:Jupyter NotebookStargazers:5Issues:1Issues:1

coinex_market_making

Coinex Market Making Bot Using Avellaneda Strategy

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pyrusquant

Python version of rusquant package

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