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keel1982's Projects

hfrisk icon hfrisk

Parallel copula ARMA-GARCH estimation in C++ using MPI.

hft-orderbook icon hft-orderbook

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

hft-price-prediction icon hft-price-prediction

A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

hjb-solver icon hjb-solver

Numerical solution of Hamilton Jacobi Bellman equations

hmmlearn icon hmmlearn

Hidden Markov Models in Python, with scikit-learn like API

hummingbot icon hummingbot

Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain

ib_insync icon ib_insync

Python sync/async framework for Interactive Brokers API

ib_pairstrading_algo icon ib_pairstrading_algo

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

influx-crypto-watcher icon influx-crypto-watcher

Server that let you monitor many cryptocurrencies and store the OHLC data in InfluxDB (visualisation with grafana)

influxdb icon influxdb

Scalable datastore for metrics, events, and real-time analytics

influxdb-cpp-rest icon influxdb-cpp-rest

Simple C++ InfluxDB client via MS C++ REST SDK + RxCpp (Windows/OSX/Linux) + a C wrapper

isac icon isac

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

jesse icon jesse

An advanced crypto trading bot written in Python

kalman-and-bayesian-filters-in-python icon kalman-and-bayesian-filters-in-python

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 filters, and more. All exercises include solutions.

kelp icon kelp

Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges

krypto-trading-bot icon krypto-trading-bot

Self-hosted crypto trading bot (automated high frequency market making) written in C++

lead-lag icon lead-lag

Estimation of the lead-lag parameter from non-synchronous data.

lean icon lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python)

libtrading icon libtrading

Libtrading, an ultra low-latency trading connectivity library for C and C++.

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