Stars
Patterns and resources of low latency programming.
Production-grade Rust-native trading engine with deterministic event-driven architecture
Examples of my Claude Code infrastructure with skill auto-activation, hooks, and agents
R package intended for visualisation, analysis and reconstruction of limit order book data
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…
A package for the sparse identification of nonlinear dynamical systems from data
Code for "SINDy-RL for Interpretable and Efficient Model-Based Reinforcement Learning" by Zolman et al.
Experimentation for Engineers (Manning, 2023)
Hierarchical state machines for designing event-driven systems
Finite state machine framework for Rust with readable specifications
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and execution quality, then use its modular plugins to shape the an…
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Open-source Rust framework for building event-driven live-trading & backtesting systems
fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Collection of notebooks about quantitative finance, with interactive python code.
A Python-embedded modeling language for convex optimization problems.
Here you will find materials for the course of Computational Finance
This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Prediction Based on Trends".
A Reinforcement Learning / Neural Network library, written in Rust.