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Rorozoa's Projects

algo-trading icon algo-trading

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!

cnn-lstm_limit_order_book icon cnn-lstm_limit_order_book

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).

crypto-labs icon crypto-labs

Crypto Labs - Cryptocurrency tracker with React JS + TradingView Widget

crypto-rl icon crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

cryptoboard icon cryptoboard

Cryptoboard is a mobile app for cryptocurrency data, prices, charts, and news that's built with Flutter, BLoC Pattern & Firebase.

deeplob-deep-convolutional-neural-networks-for-limit-order-books icon deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

documentation-for-noobs icon documentation-for-noobs

Sample code and documentation for very basic things that I can't remember but want to aggregate in one place

evidently icon evidently

Evaluate and monitor ML models from validation to production. Join our Discord: https://discord.com/invite/xZjKRaNp8b

hftbacktest icon hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

llm-course icon llm-course

Course to get into Large Language Models (LLMs) with roadmaps and Colab notebooks.

manim icon manim

Animation engine for explanatory math videos

ml-hft icon ml-hft

High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

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