Lucas RODRIGUEZ (@lcsrodriguez)
github

lcsrodriguez

Twitter logo Share LinkedIn logo Share Facebook logo Share

Top repositories

1

optimalHFT

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
Jupyter Notebook
26
star
2

ecocal

Worldwide economic calendar Python package (details, estimates, market news, ...)
Python
11
star
3

HFT-IntradayVol-Estimation

Intraday volatility estimation using High-Frequency Financial Data
Jupyter Notebook
5
star
4

earnings

Equity earnings Python package (confirmed calendar, news articles, earnings transcripts, ...)
Python
5
star
5

CuttingEdge-Milliman

Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
Jupyter Notebook
4
star
6

cryptotrading

Crypto-currencies (Bitcoin) trading & Transfer Learning applications
Jupyter Notebook
3
star
7

AIS-ws-feedhandler

Python tool scraping and collecting terrestrial AIS streaming data (visualization, API usage tracking, ...)
Python
3
star
8

SABR_Volatility-Rates

Jupyter Notebook
2
star
9

lob

L2 data generator - Limit Order Book reconstruction project
Python
2
star
10

fx

FX high-frequency tick/candle historical data scraping tool
Python
2
star
11

yf-lookup

Yahoo! Finance Ticker lookup tool
HTML
1
star
12

fix-decode

FIX protocol decoder
1
star
13

headat-signals

.hea/.dat ECG-files processing and converting tool (CLI & module) for deeper integration in the datascience ecosystem
Python
1
star