算法模板，最科学的刷题方式，最快速的刷题路径，你值得拥有~

ThetaGang is an IBKR bot for collecting money

This is the Rust course used by the Android team at Google. It provides you the material to quickly teach Rust.

CEEMDAN-VMD-LSTM Forecasting model (a light version of CEEMDAN_LSTM)

Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024

On chain data download tool for demeter

RVOL makes on-chain volatility data accessible

wallet-chain-node is a completely open-source wallet api service coded in go, supporting 40+ public chains such as BTC, ETH, Tron, Eos, Aptos, Dot, Sui, etc.

Source of my personal blog

A sample market maker to demonstrate the usage of python-okx SDK

A tool used to analyze arbitrage opportunities in cryptocurrency option markets.

Parametrisation of vol surface using Gatheral's SVI methodology and valuation of American options using Kim integral equations

Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

Tensorflow + Go, the gopher way

Open-source Rust framework for building event-driven live-trading & backtesting systems

We implement the paper: Deep Learning Volatility

A Rust client to the Interactive Brokers HTTP REST API

Squeeth is a new financial primitive in DeFi that gives traders exposure to ETH²

Goldman Sachs - Quantitative Strategies Research Notes

Just the essentials done well

Differentiable Programming Algorithms in Modern C++

C++14 implementation of an Order Book Stock Exchange

Stochastic volatility models and their application to Deribit crypro-options exchange

Explain complex systems using visuals and simple terms. Help you prepare for system design interviews.

Rust library for quantitative finance.

The Python programming language

Ultra fast JSON decoder and encoder written in C with Python bindings