Business-oriented engineer in CS, Applied Mathematics, Quantitative & Computational Finance
Interests • HFT, LOB data, Commodities trading (LNG, ...), Algorithmic trading, High-performance & Ultra low latency systems design
Name: Lucas RODRIGUEZ
Type: User
Bio: Engineer - CS, Applied Mathematics & Quantitative Finance ⬩ Python, C++, Q/KDB+, AWS
Location: Switzerland
Blog: lcsrodriguez.github.io
Python tool scraping and collecting terrestrial AIS streaming data (visualization, API usage tracking, ...)
Git repo for the portfolio's articles
A high performance C++ log library, producing structured binary logs
Repo with resources from academic project (Imperative programming)
Crypto-currencies (Bitcoin) trading & Transfer Learning applications
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
Design pattern implementation
Equity earnings Python package (confirmed calendar, news articles, earnings transcripts, ...)
Worldwide economic calendar Python package (details, estimates, market news, ...)
Dépôt central regroupant toutes les ressources du mini projet web de l'UE Programmation Web
Dépôt central regroupant tout mon travail sur le projet mathématique du S2, à l'ENSIIE
Git repository containing all the resources related to a school project on DNA/RNA strands construction Phylogenetic tree simulation using Functionnal Programming
Final Git repo for Black-Scholes & Heat equation PDEs simulations project in C++ with SDL2
FIX protocol decoder
FX high-frequency tick/candle historical data scraping tool
.hea/.dat ECG-files processing and converting tool (CLI & module) for deeper integration in the datascience ecosystem
Intraday volatility estimation using High-Frequency Financial Data
Mirror of Apache livy (Incubating)
Config files for my GitHub profile.
Main repository centralizing essential ressources of my personal Github website.
L2 data generator - Limit Order Book reconstruction project
Git repo centralizing all the resources necessary for the proper functioning of this maritime flow optimization project.
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
Git repo of the dedicated PGP keys
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.