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  • cv Public

    HTML Updated Aug 9, 2022

  • Avellaneda-Stoikov Public

    Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

    Python 137 79 Updated May 9, 2020

  • quant_at Public

    Forked from littlea1/quant_at

    Python version of Dr. Ernie Chan's Matlab code and some inspired from Robert Carver's, plus some raw data downloaders

    Python 2 GNU General Public License v3.0 Updated Mar 27, 2017

  • r_idea Public

    Forked from zhuzhi/r_idea

    strategy idea

    R Updated Dec 18, 2016

  • quantstrat Public

    Final Project Executive Program in Algorithmic Trading

    R 1 Updated Aug 5, 2016