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  1. PairTrading-in-STAR-Market PairTrading-in-STAR-Market Public

    Jupyter Notebook

  2. simpleStochasticOptimalControl simpleStochasticOptimalControl Public

    Jupyter Notebook

  3. single_stock_trading_Actor-Critic single_stock_trading_Actor-Critic Public

    Jupyter Notebook

  4. market-making-quote-backtest market-making-quote-backtest Public

    a simple backtest for market making strategy if you have active buy and sell data

    Python 1

  5. Financial-Short-Term-Forecasting-with-Transformer-model Financial-Short-Term-Forecasting-with-Transformer-model Public

    a simple demo of using transformer model (self attention architecture) to model the distribution of price in short term future.

    Jupyter Notebook 1