dmarienko/Lustre

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Created over 3 years ago
Updated over 3 years ago

dmarienko/Lustre

dmarienko

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Breakout trading research and 'chandelier' risk management

QuantTradingResearch

Different quantitative trading models research

Jupyter Notebook

Matlab

Some usefull matlab scripts

chaos

Singular Spectrum Analysis methods implementation in Python

Jupyter Notebook

Qube

Community version of quantitative backtesting framework

kdbml

Native connector for KDB+ Q and Matlab

trendspy

Collections of python utilities for timeseries trends analysis

Qubx

Experiments with new Qube platform

Jupyter Notebook

PRL

Time Series Patterns Recognition Language

robot

Order Book trader in Rust (experimenting with Rust)

JimpOS

My old hobby operating system (x86) experiments from 2005 ;)

JimpVM

My naive Java VM implementation from 2002 :)