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lgh0504's Projects

exchange-core icon exchange-core

Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

forevercore icon forevercore

ForeverCore is a small utility written in .NET Core for running an external process forever, allowing you to control the lifecycle via HTTP

glumpy icon glumpy

Python+Numpy+OpenGL: fast, scalable and beautiful scientific visualization

gquant icon gquant

A Simple Event-Driven Back-testor

gym-anytrading icon gym-anytrading

The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)

gym-trading icon gym-trading

Environment for reinforcement-learning algorithmic trading models

hbondcuda icon hbondcuda

Program for analyzing GROMACS trajectories for hydrogen bond dynamics.

hestoncuda icon hestoncuda

CUDA Implementation of the Heston Model for Option Pricing

hft icon hft

real high-frequency-trading system based on c++

hft-orderbook icon hft-orderbook

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

hft-pairs-trading icon hft-pairs-trading

High Frequency Pairs Trading Based on Statistical Arbitrage (Python) :moneybag:

hft_project icon hft_project

Apply different deep learning models to limit order book.

ias-campisi icon ias-campisi

Campisi业绩归因模型能够通过拆分债券收益来源,展示投资经理对中短期市场的相对把握能力,对投资人、投资经理的投资理念和投资能力进行跟踪分析。

itch icon itch

Nasdaq Order Book Reconstructor

k8s-for-docker-desktop icon k8s-for-docker-desktop

为Docker Desktop for Mac/Windows开启Kubernetes和Istio - Enable Kubernetes/Istio on Docker Desktop in China

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