Discover @alexandrebrilhante Open Source projects

Alexandre Brilhante (@alexandrebrilhante)

alexandrebrilhante

Stars
31
Global Rank 479,903 (Top 17 %)
Followers 43
Following 2
Registered almost 11 years ago
Most used languages

Rust
35.7 %

Python
35.7 %

Julia
14.3 %

Java
7.1 %

Jupyter Notebook
7.1 %
Location 🇵🇹 Portugal
Country Total Rank 14,448
Country Ranking

Julia
5

Rust
77

Jupyter Notebook
439

Python
772

Java
1,470

DiscreteChoice.jl

Discrete choice modeling and estimation in Julia.

OptionsPricing.jl

Pricing models for vanilla options in Julia.

quantnet

A PyTorch implementation of QuantNet: Transferring Learning Across Systematic Trading Strategies.

ift3515

Optimisation non linéaire.

Jupyter Notebook

vasco

bloomberg

Rust API for Bloomberg.

microprice

A Jax implementation of Micro-Price: a high frequency estimator of future prices.

almgren-chriss

Deep reinforcement learning for optimal execution of portfolio transactions.

pair-sniffer

Algorithmic pairs trading sniffer.

ioi-engine

FIX protocol IOI engine.

albuquerque

tick_handler

Low-latency market data feed handler.

pulsar-io-questdb

QuestDB sink connector for Apache Pulsar.

ioi_engine

FIX IOI engine.