baonguyen1904 Goto Github PK

arbitrage_research

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

audits

defihacklabs

Reproduce DeFi hacked incidents using Foundry.

delta-neutral-strategy

This tool employs a Delta Neutral Strategy on EVM networks via Compound Finance, utilizing lending and borrowing to maintain a Delta Neutral Ether (ETH) position. It dynamically adjusts based on ETH price and interest rates to optimize returns and minimize risk.

hftbacktest

A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

meta-labeling

Code base for the meta-labeling papers published with the Journal of Financial Data Science

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

pseudo-delta-neutral-vault

Pseudo delta neutral strategy built on top of Rivera ALM vaults.

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

twap

Time-Weighted Average Price orders on any DEX