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Chiao Tung University
- New Taipei City, Taiwan
- in/zhou1128
Stars
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.
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.
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
Differentiable Programming Algorithms in Modern C++
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.
Ultra fast JSON decoder and encoder written in C with Python bindings
A fast serialization and validation library, with builtin support for JSON, MessagePack, YAML, and TOML