crypto-arbitrage-framework

A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

multimodal-transportation-optimization

A project on using mathematical programming to solve multi-modal transportation cost minimization in goods delivery and supply chain management.

HFT-price-prediction

A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

character-network

A project on using network graph, NLP techniques (entity recognition, sentiment analysis) to analyse the relationships among characters in a novel. The project takes novel Harry Potter as an example and outputs reasonable results.

multi-thread-decorator

A Python decorator for executing "1 to 1" mappings in a paralleled way using multi-threading technique. It can be applied in many cases to increase efficiency greatly. I have tried using it to accelerate geocoding task by 20-30 times.