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bychjzh's Projects

agrona icon agrona

High Performance data structures and utility methods for Java

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

apr icon apr

Mirror of Apache Portable Runtime

archaius icon archaius

Library for configuration management API

awesome-quant icon awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

canal icon canal

阿里巴巴mysql数据库binlog的增量订阅&消费组件

cobar icon cobar

基于MySQL的分布式数据库服务中间件

color-themes icon color-themes

Twilight and Vibrant Ink color theme for IntelliJ IDEA and Notepad++ (Scala).

cpptrader icon cpptrader

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

crypto-rl icon crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

deeplob-deep-convolutional-neural-networks-for-limit-order-books icon 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.

env icon env

Daily dev environment

f-stack icon f-stack

F-Stack is an user space network development kit with high performance based on DPDK, FreeBSD TCP/IP stack and coroutine API.

falcon icon falcon

Falcon, the open source ultra low-latency FIX engine for Java

gamma-ray icon gamma-ray

High frequency trading bot for crypto currencies

hft-orderbook icon hft-orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

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