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Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic portfolio construction.
🔥 Open Source No Code Web Data Extraction Platform • Turn Websites To APIs & Spreadsheets With No-Code Robots In Minutes 🔥
Roadmap of learning blockchain technology and business knowledge summarized by ZJUBCA（浙大区块链协会总结的区块链知识学习路线）
Python ETL framework for stream processing, real-time analytics, LLM pipelines, and RAG.
The standard data-centric AI package for data quality and machine learning with messy, real-world data and labels.
Streaming SQL Parser(Timeplus) in Rust
Community version of quantitative backtesting framework
A collection of helpful polars plugins and functions for market data processing.
Distributed stream processing engine in Rust
I will be working with a simulated market dataset and focus on optimizing order execution strategies for a high-frequency trading (HFT). The goal is to design algorithms that can execute trades wit…
Quants Lab is a Python project for quantitative research with Hummingbot. It provides functionalities for fetching historical data, calculating metrics, backtest and generating trading configurations.
sophisticated implementation of a naïve market maker adapted for the kalshi binaries exchange
Using reinforcement learning to make markets in the high frequency trading setting.
Compiler for LightGBM gradient-boosted trees, based on LLVM. Speeds up prediction by ≥10x.
🚀🚀 「大模型」2小时完全从0训练26M的小参数GPT！🌏 Train a 26M-parameter GPT from scratch in just 2h!
Optimal high-frequency market making strategy
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.
A collection of incremental learning paper implementations including PODNet (ECCV20) and Ghost (CVPR-W21).
A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make markets.
Deep learning approach for market price prediction, in JAX
A native desktop charting platform for crypto markets with intuitive orderflow visualizations