haochen2049 Goto Github PK
Name: Haochen Li
Type: User
Bio: Physics, Finance, Deep Learning
Name: Haochen Li
Type: User
Bio: Physics, Finance, Deep Learning
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
Micro second messaging that stores everything to disk
This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting originally proposed by Zhang et al. (https://arxiv.org/pdf/1808.03668.pdf). The current implementation was adopted in the paper written by Briola et al. (https://arxiv.org/pdf/2007.07319.pdf).
The unofficial Python client for the Coinbase Pro API
Cryptocurrency Exchange Websocket Data Feed Handler
Visualizer for pandas data structures
Limit Order Book data analysis and modeling using LSTM network
Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance. NeurIPS 2020 & ICAIF 2021. 🔥
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Guilbaud and Pham.
Fast implementation of an ITCH order book
A C++ and Python implementation of the limit order book.
A game theoretic approach to explain the output of any machine learning model.
A suite of test scenarios for multi-agent reinforcement learning.
An Interview Primer for Quantitative Finance
Research repo for the RL team.
sl_cw1
🚀 A very efficient Texas Holdem GTO solver :spades::hearts::clubs::diamonds:
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.