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《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;
Config files for my GitHub profile.
📚 Modern C++ Tutorial: C++11/14/17/20 On the Fly | https://changkun.de/modern-cpp/
🚀 Kick-start your C++! A template for modern C++ projects using CMake, CI, code coverage, clang-format, reproducible dependency management and much more.
Source code syntax highlighting for OneNote 2016 and OneNote for O365 . NoteHighlight 2013 port for OneNote 2016 (32-bit and 64-bit)
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.
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。
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;
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;
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;
Ornstein-Uhlenbeck process simulators and estimators
潘多拉,一个让你呼吸顺畅的ChatGPT。Pandora, a ChatGPT that helps you breathe smoothly.
CTP 高频量化交易平台 C++ Trade Platform for quant developer
Seamless operability between C++11 and Python
Python CTP API
A fast JSON parser/generator for C++ with both SAX/DOM style API
RustDesk Server Program
Cross-platform C++ library providing a simple API to read and write INI-style configuration files
Fast C++ logging library.
Generate realizations of stochastic processes in python.
全国各省市停贷通知汇总
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。
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。
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;
天勤量化开发包, 期货量化, 实时行情/历史数据/实盘交易
【编程随想】整理的《太子党关系网络》,专门揭露赵国的权贵
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.