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@CUHK-SZ-quant

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bradleyboyuyang/README.md

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  1. ML-HFT ML-HFT Public

    High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

    Jupyter Notebook 509 123

  2. Statistical-Arbitrage Statistical-Arbitrage Public

    High-frequency statistical arbitrage

    Jupyter Notebook 224 53

  3. Trading-System Trading-System Public

    An asynchronous low-latency trading system

    C++ 58 12

  4. Binance-Arbitrage Binance-Arbitrage Public

    Binance cash-and-carry arbitrage bot

    Python 74 31

  5. Optimal-Hedging Optimal-Hedging Public

    Delta hedging under SABR model

    Jupyter Notebook 35 9

  6. Portfolio-Optimization Portfolio-Optimization Public

    Dynamic portfolio optimization

    Jupyter Notebook 28 7