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openctp

CTP开放平台提供A股、港股、美股、期货、期权等全品种接入通道，通过提供中泰证券XTP、华鑫证券奇点、东方证券OST、盈透证券TWS等各通道的CTPAPI接口，CTP程序可以无缝对接各股票柜台。平台也提供了一套基于TTS交易系统的模拟环境，同样提供了CTPAPI兼容接口，可以替代Simnow，为CTP量化交易开发者提供7x24可用的模拟环境。

openquant.api

Decompiled from OpenQuant.API.dll using ILSpy.

orderbooksimulatorwithopencl

This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' which will place orders on the market. The design will be as parallel as possible using OpenCL and a GPU to parallelise processing.

pcap.net

.NET wrapper for WinPcap written in C++/CLI and C#, which features almost all WinPcap features and includes a packet interpretation framework.

pyggplot

Pythonic wrapper for R's ggplot using rpy2 and pandas

pyjags-rpy

ugly, hacky python-interface to jags using rjags via rpy2

quake-console

Quake-style console for MonoGame

quantkit

R Package for quantitative analysis in financial markets

quanttrading

A real-time quantitative trading/backtesting platform in C#, supporting IB (full brokerage) and Google Finance (quote only). It adds R support through R.NET.

ragnar

A C++/CLI wrapper for libtorrent (Rasterbar)

rdotnet

.NET interop library to call the R statistical language in the same process

rdotnet-onboarding

A quick start guide for using R.NET

reinforcement_learning

replicating-deepmind

Reproducing the results of "Playing Atari with Deep Reinforcement Learning" by DeepMind

research_public

Quantopian research projects

rlcpp

Reinforcement learning algorithms, worlds and experiments in C++ (port of rlpy in C++)

rpy2_and_ggplot

Using rpy2 to produce figures using R's ggplot2

rpyd2

A python class modeled on Rpy2's DataFrame, providing convenient access to common statistical procedures in R.

rxcpp

Reactive Extensions for C++

servicestack

Thoughtfully architected, obscenely fast, thoroughly enjoyable web services for all

sharper

R package for inference on the Sharpe ratio.

shinydash

Dashboard implementation for Shiny

showdoc

一个非常适合IT团队或个人的在线API文档、技术文档工具

simpleorderrouting

Prototype of a Smart Order Routing system (finance). The opportunity for a mob of Lunch-boxers, to explore various technical approaches in reactive programming.

sinalv2

API for sina level2 market quotations

specflow

Binding business requirements to .Net code

specflow.assist.dynamic

Extension methods to create dynamic objects from SpecFlow tables

strategery

Quant Strategy Specification, Backtesting, Optimization And Statistical Analysis Workflow

syncthingtray

Syncthing wrapper for Windows. Includes a small interface to configure start on boot and puts syncthing into tray instead of the console window.

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