R package intended for visualisation, analysis and reconstruction of limit order book data

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Baruch course - Market Microstructure

Baruch course - Market Microstructure

Baruch course - Market Microstructure

This is my repository where I store all my data science work outside of quantitative finance. Even my beginner programmer code! Just for fun and learning along the way. Enjoy :)

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high freq…