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lcsrodriguez (Lucas RODRIGUEZ) · GitHub

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  1. optimalHFT optimalHFT Public

    HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

    Jupyter Notebook 39 12

  2. HFT-IntradayVol-Estimation HFT-IntradayVol-Estimation Public

    Intraday volatility estimation using High-Frequency Financial Data

    Jupyter Notebook 12 5

  3. ecocal ecocal Public

    Worldwide economic calendar Python package (details, estimates, market news, ...)

    Python 29 10

  4. cryptotrading cryptotrading Public

    Crypto-currencies (Bitcoin) trading & Transfer Learning applications

    Jupyter Notebook 3 1

  5. AIS-ws-feedhandler AIS-ws-feedhandler Public

    Python tool scraping and collecting terrestrial AIS streaming data (visualization, API usage tracking, ...)

    Python 4

  6. qkucoin qkucoin Public

    Q/KDB+ handler for Kucoin HTTP/WS API

    q

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