The standard data-centric AI package for data quality and machine learning with messy, real-world data and labels.

Open standard for machine learning interoperability

A highly optimized single producer single consumer message queue C++ template

A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)

Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs

Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

Estimation of the lead-lag parameter from non-synchronous data.

FlatBuffers and ZeroMQ Tutorial in C++

Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1

c++, low-latency in-porcess communication via mmap

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filte…

A visual introduction to probability and statistics.

LSTM and GRU in PyTorch

Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (http://cs.nyu.edu/courses/fall16/CSCI-GA.2566-001/index.html/)

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

Sample BitMEX Market Making Bot

基于python的开源量化交易平台开发框架

The goal of this project is to implement a binomial model to calculate options on futures implied volatility using Cox–Ross–Rubinstein (CRR) procedure.

Kungfu Master Trading System

A collection of resources on wait-free and lock-free programming

Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++

A high frequency, market making cryptocurrency trading platform in node.js

接入okcoin的数字货币行情，并在众安交易所做市

Python implementation of fast limit-order book.

A high performance, low latency, reactive processing framework