Stars
This service is responsible for collecting market data from the Binance and storing it in ClickHouse. The service runs in a Docker container and is written in Python.
Details on how to get Binance public data
A self-generalizing gradient boosting machine that doesn't need hyperparameter optimization
python PYPI package to dump all needed crypto historical data from binance just by 2 lines of code
Generate probability distributions for the future price of publicly traded securities using options data.
A python library for computing technical analysis indicators on streaming data.
A high-performance algorithmic trading platform and event-driven backtester
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction …
Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.
AeroSpace is an i3-like tiling window manager for macOS
PyTrendFollow - systematic futures trading using trend following
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
Portfolio analytics for quants, written in Python
Low-latency algorithmic trading platform written in Rust
A multi-factor equity risk model for quantitative trading.
A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…
World beating online covariance and portfolio construction.
This code is a companion of my article about "How technology and automation can help to improve Execution Quality in FX"
Collection of notebooks about quantitative finance, with interactive python code.
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short explo…
Quantitative analysis, strategies and backtests
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoo…
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filte…
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)