hft
A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…
issa useless copy pasta, use them at ur own risk
An experimental version of Streamlit Multi-Page Apps
A log likelihood process for optimal entry / exit / stopping.
Sharing quantitative analyses on Crypto Lake data
Realtime Algorithmic Trading Using Deep Reinforcement Learning
Stream processing and management platform.
Benchmark Dataset of Limit Order Book in China Markets
This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms (including a CNN and decision tree model) to level-2 limit o…
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
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…