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Name: Curtis Koelpin
Type: User
Name: Curtis Koelpin
Type: User
High Frequency Trading
Free software for cryptocurrency projects and exchanges. Makes trade volume, maintains spread and liquidity, set price range, and builds live-like dynamic order book.
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
AI-generated-character
Implementing a momentum trading strategy and testing its profitability. For Udacity's AI for Trading Nanodegree.
AI量化实验室,专注将前沿人工智能技术(深度学习/强化学习/知识图谱)应用于金融量化投资。
Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
AlgoSE引擎C++开发包
Algorithmic trading framework for cryptocurrencies.
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
All candlestick patterns indicator (所有技术形态指标) in TradingView
异步事件驱动/量化交易/做市系统/策略研究/策略回测
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
Non-Linear Covariance Shrinkage
Repo of blog post created for QuantInsti entitled"Applying the Stereoscopic Portfolio Optimization(SPO) Framework to an Intraday Statistical Arbitrage Strategy". Provides introduction and walkthrough of the idea of the SPO Framework, data used in blog post(fundamental and price) as well as the original paper I wrote introducing the idea of the SPO Framework as a solution to the portfolio optimization problem.
EC330: Currency exchange code which connects to the server developed by Professor Ari Trachtenburg
• Constructed Clique graph for currencies • Applied Bellman Ford algorithm to find negative cycle (Profit) in graph
This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stock market.
Track order book depth levels for arbitration opportunities using CCXT Pro
A Cryptocurrency Arbitrage bot written in C++ for detecting price differences between Korean exchanges and Binance
Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
https://arxiv.org/pdf/1312.5617.pdf
Automated Transparent Genetic Feature Engineering
High Frequency Trading (HFT) done using the Alpaca Trade API and Python.
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
Avellaneda-Stoikov HFT market making algorithm implementation
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
This repo includes ChatGPT prompt curation to use ChatGPT better.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.