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hoshenkopelman-algorithm

partial implementation of hoshen-kopelman algorithm

hurst-exponent-r-s-analysis-

Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.

ideas

Feedback services for intelligent tutoring systems

infersent

InferSent sentence embeddings

introneuralnetworks

Introducing neural networks to predict stock prices

is-bert

An Unsupervised Sentence Embedding Method by Mutual Information Maximization (EMNLP2020)

isac

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

jd_spider

京东爬虫，可抓取京东商品信息和评论

jqfactor_analyzer

聚宽单因子分析工具

jupyter

a respository folder for jupyter

knowledge-graphs

A collection of research on knowledge graphs

krypto-trading-bot

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

kungfu

Kungfu Trader

leakgan-pytorch

A simple implementation of LeakGAN in PyTorch

learnpaddle

PaddlePaddle V2版本系列教程，博客专栏：

les-mmrc-summary

科赛网-莱斯杯：全国第二届“军事智能机器阅读”挑战赛 前十团队PPT文档代码总结

lightmatchingengine

A very light matching engine in Python.

limit-order-book

Bitstamp real time console based limit order book

lobpy

Python package for a class of tractable SPDE models for limit order book modeling

lottery-ticket-hypothesis

A reimplementation of "The Lottery Ticket Hypothesis" (Frankle and Carbin) on MNIST.

love

表白网站

low-bound-of-discrete-asian-option-based-on-l-vy-model-family

machine-learning-code-writing

Mathematical derivation and pure Python code implementation of machine learning algorithms.

machine-learning-for-trading

Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.

machine-learning-practice

机器学习、深度学习原理及实践

machine_learning_basics

Plain python implementations of basic machine learning algorithms

market-learn

Research on Factor Models, Alpha Generation etc

mathmodel

研究生数学建模，本科生数学建模、数学建模竞赛优秀论文，数学建模算法，LaTeX论文模板，算法思维导图，参考书籍，Matlab软件教程，PPT

matrixslow

A simple deep learning framework in pure python for purpose of learning in DL

micropriceindicator

This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data for the Crypto pair ETHBTC. The data was pulled by me from Binance by subscribing to three different streams - Market Trades, Partial Depth and Orderbook Snapshot. Then these were combined to form the order-book and analysis done on the same.