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algorithmictrading

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.

alpha-zero-general

A clean implementation based on AlphaZero for any game in any framework + tutorial + Othello/Gobang/TicTacToe/Connect4 and more

cleanrl

High-quality single file implementation of Deep Reinforcement Learning algorithms with research-friendly features (PPO, DQN, C51, DDPG, TD3, SAC, PPG)

cookbook

The Data Engineering Cookbook

corl

High-quality single-file implementations of SOTA Offline RL algorithms: AWAC, BC, CQL, DT, EDAC, IQL, SAC-N, TD3+BC

ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning

framework

Machine learning, computer vision, statistics and general scientific computing for .NET

from-0-to-research-scientist-resources-guide

Detailed and tailored guide for undergraduate students or anybody want to dig deep into the field of AI with solid foundation.

gpt-engineer

Specify what you want it to build, the AI asks for clarification, and then builds it.

hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

qstrader

QuantStart.com - Advanced Trading Infrastructure

signalr-performance-spike

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

worldquant_alpha101_code

Code implementation of the Quantigic 101 Formulaic Alphas