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AdventOfCode all in Python
Asyncio client for MOEX ISS
Anomaly detection related books, papers, videos, and toolboxes
Сlient for MOEX ISS
Avellaneda-Stoikov HFT market making algorithm implementation
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
A curated list of awesome warez and piracy links
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
The 3rd edition of course.fast.ai
fast.ai Courses
Deep Neuroevolution
Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
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 Order Book Imbalance Algorithm
Facebook AI Research Sequence-to-Sequence Toolkit
Python client library to download historical data from finam.ru
Nano-framework for HFT-robots development.
real high-frequency-trading system based on c++
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Bitcoin high frequency trading based on order flow analysis
High Frequency Pairs Trading Based on Statistical Arbitrage (Python) :moneybag:
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
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 is fully automated high frequency trading system
Hurst exponent evaluation and R/S-analysis in Python
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
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.