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dogfood's Projects

hftbacktest icon 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.

kunquant icon kunquant

A compiler, optimizer and executor for financial expressions and factors

lobster icon lobster

Limit order book (LOB) driven simultaneous time-series estimation in real-market-microstructure

mev-toolkit icon mev-toolkit

👾 (𝗼𝗻 𝘁𝗵𝗲 𝗵𝗼𝗽𝗲 𝗼𝗳 𝗻𝗼𝗻-𝗽𝗿𝗲𝗱𝗮𝘁𝗼𝗿𝘆) 𝗳𝗿𝗲𝗲 𝗺𝗮𝗿𝗸𝗲𝘁𝘀 𝗶𝗻 𝘁𝗵𝗲 𝗺𝗲𝘁𝗮𝘄𝗲𝗯 - 𝗺𝘆 𝗻𝗼𝘁𝗲𝘀 𝗳𝗿𝗼𝗺 𝗮 𝗰𝗼𝗺𝗽𝗿𝗲𝗵𝗲𝗻𝘀𝗶𝘃𝗲 𝗿𝗲𝘀𝗲𝗮𝗿𝗰𝗵 𝗼𝗻 𝗺𝗮𝘅𝗶𝗺𝗮𝗹 𝗲𝘅𝘁𝗿𝗮𝗰𝘁𝗮𝗯𝗹𝗲 𝘃𝗮𝗹𝘂𝗲

ml-hft icon ml-hft

High frequency trading (HFT) strategies built for futures using machine learning and deep learning techniques.

nautilus_trader icon nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester

notebooks icon notebooks

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

pixem icon pixem

An online unit converter for style sheets

quantstats icon quantstats

Portfolio analytics for quants, written in Python

rainbow icon rainbow

Hide SMBIOS/disk/NIC serials from EFI bootkit

rust_dma icon rust_dma

a rust dma base, has no fall, fake admin, no recoil

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