hushush Goto Github PK
Name: hushush
Type: Organization
Bio: /ˈˌhəSH ˈˌhəSH/ - adjective, secret or confidential
Location: Montreal, Canada
hushush's Projects
crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
deeplob-deep-convolutional-neural-networks-for-limit-order-books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
deeplob-model-implementation-project
This repo contains some codes and outputs of my implementation of DeepLOB model.
multi-horizon-forecasting-for-limit-order-books
options_backtester
Simple backtesting software for options
optionsuite
Option and stock backtester / live trader
optopsy
A nimble options backtesting library for Python
spx_options_backtesting
Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies
vnpy
基于Python的开源量化交易平台开发框架
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