lcsrodriguez/cryptotrading

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Created over 1 year ago
Updated over 1 year ago

lcsrodriguez/cryptotrading

lcsrodriguez

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Crypto-currencies (Bitcoin) trading & Transfer Learning applications

optimalHFT

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

Jupyter Notebook

ecocal

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

HFT-IntradayVol-Estimation

Intraday volatility estimation using High-Frequency Financial Data

Jupyter Notebook

earnings

Equity earnings Python package (confirmed calendar, news articles, earnings transcripts, ...)

CuttingEdge-Milliman

Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)

Jupyter Notebook

AIS-ws-feedhandler

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

SABR_Volatility-Rates

Jupyter Notebook

lob

L2 data generator - Limit Order Book reconstruction project

fx

FX high-frequency tick/candle historical data scraping tool

yf-lookup

Yahoo! Finance Ticker lookup tool

fix-decode

FIX protocol decoder

headat-signals

.hea/.dat ECG-files processing and converting tool (CLI & module) for deeper integration in the datascience ecosystem