High Frequency Market Making

Focal loss for Dense Object Detection

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

This repo contains some codes and outputs of my implementation of DeepLOB model.

Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

迅投QMT接口

DirectML PluggableDevice plugin for TensorFlow 2

Generate realizations of stochastic processes in python.

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

Awesome-data shows most interesting data-source around the financial world!

低风险投资之可转债 可转债量化分析

Systematic Trading in python

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Advers…

日内回转交易(股票)，基于股票日内偏离度回归的日内回转策略

Creating minimal perfect hash functions

a header-only, constexpr alternative to gperf for C++14 users

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

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

A cross-version Python bytecode decompiler

Python decompiler for 3.7-3.8 Stripped down from uncompyle6 so we can refactor and start to fix up some long-standing problems

A CAD application for creating virtual LEGO models

dxFeed Python API based on dxFeed C API

简单易用的期货实盘ctp交易框架 支持ctp和ctp_mini

Attempting to recrfeate "Bar Chart Race" the new famous animation using python

Data and code behind the articles and graphics at FiveThirtyEight

A collection of Jupyter/IPython notebooks

Kungfu Trader

A software base on Jfreechart an SWT framework

用ctp官方接口写的一个简单demo，具备行情、交易、k线数据以及策略功能，可以连接simnow模拟交易

a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）