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marsyu888's Projects

machine-learning-market-maker icon machine-learning-market-maker

《Intelligent Market-Making in Artificial Financial Market》一文的实现,基于贝叶斯估计的做市策略模型;

modern-cpp-tutorial icon modern-cpp-tutorial

📚 Modern C++ Tutorial: C++11/14/17/20 On the Fly | https://changkun.de/modern-cpp/

moderncppstarter icon moderncppstarter

🚀 Kick-start your C++! A template for modern C++ projects using CMake, CI, code coverage, clang-format, reproducible dependency management and much more.

notehighlight2016 icon notehighlight2016

Source code syntax highlighting for OneNote 2016 and OneNote for O365 . NoteHighlight 2013 port for OneNote 2016 (32-bit and 64-bit)

openai-translator icon openai-translator

基于 ChatGPT API 的划词翻译浏览器插件和跨平台桌面端应用 - Browser extension and cross-platform desktop application for translation based on ChatGPT API.

openctp icon openctp

CTP开放平台(股票、期货、期权、量化交易)提供与CTP接口完全兼容的dll,一定程度上可替代Simnow等模拟交易平台,使用者只需替换CTP交易dll,程序无需重新编译即可使用,同样也提供CTP程序无缝接入股票柜台的能力。

optimalexecution_stochastic_control icon optimalexecution_stochastic_control

本项目实现了Frei, C. and N. Westray (2015). Optimal execution of a vwap order: a stochastic control approach. Mathematical Finance 25(3), 612–639.一文提出的VWAP算法的最优执行,项目包括数据过程,参数校准,存货变动轨迹等;

order-execution-strategy icon order-execution-strategy

三种最优订单执行策略的实现,此外还有Almgren-Chriss框架下的市场冲击函数的实现; 包含原始文献;

order_book icon order_book

一个订单簿模拟器,实现了创建不同类型的订单、订单匹配、模拟生成,数据库存储历史订单等功能;

ou_noise icon ou_noise

Ornstein-Uhlenbeck process simulators and estimators

pandora icon pandora

潘多拉,一个让你呼吸顺畅的ChatGPT。Pandora, a ChatGPT that helps you breathe smoothly.

pandoratrader icon pandoratrader

CTP 高频量化交易平台 C++ Trade Platform for quant developer

pybind11 icon pybind11

Seamless operability between C++11 and Python

rapidjson icon rapidjson

A fast JSON parser/generator for C++ with both SAX/DOM style API

simpleini icon simpleini

Cross-platform C++ library providing a simple API to read and write INI-style configuration files

stochastic icon stochastic

Generate realizations of stochastic processes in python.

texttrader icon texttrader

命令行交易终端(股票、期货、期权),绝大部分命令与VI编辑器中相同,支持CTP柜台、tradenow平台等,支持Windows、Linux、MacOSX等操作系统。

thunder-trader icon thunder-trader

A industrial high-performance High Frequency Trading System by C++11, support CTP, Femas and so on. 基于C++11开发的量化交易平台,可实现CTP、飞马等平台的高频交易策略。

timeseriesanalysiswithpython icon timeseriesanalysiswithpython

基础时间序列教程,包括时间序列数据的读取、趋势成分与季节成分的分解、谱分析、聚类等内容;

tqsdk-python icon tqsdk-python

天勤量化开发包, 期货量化, 实时行情/历史数据/实盘交易

zhao icon zhao

【编程随想】整理的《太子党关系网络》,专门揭露赵国的权贵

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