High-performance TensorFlow library for quantitative finance.

XChange is a Java library providing a streamlined API for interacting with 60+ Bitcoin and Altcoin exchanges providing a consistent interface for trading and accessing market data.

Order Book Imbalance trading strategy

Ce projet est l'implémentation en C++ de l'article Anthonie,W. van der Stoep and Lech A., Grzelakb and Cornelis W., Oosterlee. The Heston Stochastic-Local Volatility Model : Efficient Monte Carlo S…

Code repository for Pricing and Trading Interest Rate Derivatives

GUI for enterprise level high frequency trading systems, making focus on visualizing market microstructure analytics, such Limit Order Book dynamic, latencies, execution quality, and other analytic…

derivatives modeling in C++

Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Self-hosted crypto trading bot (automated high frequency market making) written in C++

Using tabular and deep reinforcement learning methods to infer optimal market making strategies.

A code that helps you run scenarios to assess which stock create the best portfolio at minimum risk and maximum return with past information.

High Frequency Market Making

Technical Analysis Library using Pandas and Numpy

Derivatives pricing in modern C++.

I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into an order flow imbalance indicator.

Ethereum JavaScript API

This is a code repository for the corresponding video tutorial. In this video, we're going to build a Web 3.0 React Solidity Blockchain Application

Web3 Ethereum DeFi is a library for smart contracts, DeFi trading (Uniswap, PancakeSwap), Ethereum JSON-RPC, EVM transactions and automated test suites.

A guide to smart contract security best practices

This is an arbitrage bot that uses existing price aggregators such as 1inch, Paraswap, dex.ag, matcha and more to get the best exchange rates across different decentralized exchanges on different b…

Algorithmic trading scripts using kdb+

Optuna + LightGBM = OptGBM

Options market making using a stochastic control approach

algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

Market making algorithmic trading framework used to test reinforcement learning on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

Quantamental finance research with python

Data frames for Java

blogs about uniswap and other defi projects

DEX-CEX Arbitrage