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junislee
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High Performance TCP/UDP/HTTP Communication Component
A tool for extracting and analyzing a company's finances
Reinforcement Learning for Stock Market Prediction
A fast multi-producer, multi-consumer lock-free concurrent queue for C++11
A fast single-producer, single-consumer lock-free queue for C++
Funding rate arbitrage on cryptocurrency.
Delta-neutral funding rate arbitrage searcher
Hackathon Winner for the Scaling Web3 Hackathon. Funding rate arbitrage for future perpetuals. Farm fund rates from different DEX's depending on the perp.
Binance cash-and-carry arbitrage bot
An experimental cryptocurrency trading system that combines AI-powered analysis with real-time market data and social sentiment monitoring. Features multiple microservices including market monitori…
Realtime Crypto Arbitrage Bot
A fast serialization and validation library, with builtin support for JSON, MessagePack, YAML, and TOML
Ultra-fast websocket client and server for asyncio
Advances in Financial Machine Learning
A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for volatility and directional estimates to adjust the spread and s…
Lppls model on full BITCOIN time series (trying to predict a bubble or a significant movement in the near future)
Library for fitting the LPPLS model to data.
Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments include spot, forward, and futures contracts. DDH helps tra…
A (huge) mod for Baldur's Gate 2
A collection of homeworks of market microstructure models.
Implementation of the vanilla Deep Hedging engine