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adventofcode2018

AdventOfCode all in Python

aiomoex

Asyncio client for MOEX ISS

anomaly-detection-resources

Anomaly detection related books, papers, videos, and toolboxes

apimoex

Сlient for MOEX ISS

avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

avellaneda-stoikov-1

Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

avellaneda-stoikov-2

Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.

avellaneda-stoikov-implementation

An implementation of Avellaneda-Stoikov market making model after reading the seminal paper

awesome-piracy

A curated list of awesome warez and piracy links

awesome-quant

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

boheh

cleanarchitecturecourse

course-v3

The 3rd edition of course.fast.ai

courses

fast.ai Courses

deep-neuroevolution

Deep Neuroevolution

eie

Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data

ethereum-etl

Python scripts for ETL (extract, transform and load) jobs for Ethereum blocks, transactions, ERC20 / ERC721 tokens, transfers, receipts, logs, contracts, internal transactions. Data is available in Google BigQuery https://goo.gl/oY5BCQ

example-hftish

Example Order Book Imbalance Algorithm

fairseq-lua

Facebook AI Research Sequence-to-Sequence Toolkit

finam-export

Python client library to download historical data from finam.ru

hacktrade

Nano-framework for HFT-robots development.

hft

real high-frequency-trading system based on c++

hft-orderbook

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

hft-orderflow

Bitcoin high frequency trading based on order flow analysis

hft-pairs-trading

High Frequency Pairs Trading Based on Statistical Arbitrage (Python) :moneybag:

hft-price-prediction

A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

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.

hftrader

HFTrader is fully automated high frequency trading system

hurst

Hurst exponent evaluation and R/S-analysis in Python

lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)