Liu Lu's Projects
Pythonic interface for Bloomberg Open API
Using deep actor-critic model to learn best strategies in pair trading
Repository containing Jupyter Notebooks for the TensorFlow in Practice specialization in Coursera
Baruch Course - Modeling and Market Making in Foreign Exchange
Matlab Code for term project of Portfolio Management
Various ipython notebooks
Config files for my GitHub profile.
Python quantitative trading strategies including MACD, Pair Trading, Heikin-Ashi, London Breakout, Awesome, Dual Thrust, Parabolic SAR, Bollinger Bands, RSI, Pattern Recognition, CTA, Monte Carlo
The QuantLib C++ library
š° Everything is RSSible
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
backtest code for SmartMoney
StaSh - Shell for Pythonista
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach (proposed).
Statsmodels: statistical modeling and econometrics in Python
Computation using data flow graphs for scalable machine learning
Time series prediction using LSTM classifier