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maidenlane's Projects

aleth icon aleth

Aleth – Ethereum C++ client, tools and libraries

antalla icon antalla

cryptocurrency exchange market data aggregator

arctic icon arctic

High performance datastore for time series and tick data

bad-data-guide icon bad-data-guide

An exhaustive reference to problems seen in real-world data along with suggestions on how to resolve them.

bank-lc-sim icon bank-lc-sim

A simulator for a simple bank using the LendingClub public loan data set

cadcad icon cadcad

Design, test and validate complex systems through simulation

chart-stream icon chart-stream

Chart time series data from either STDIN or programmatically from any Node.js app in real time directly in your browser

clearth icon clearth

Test automation tool for Clearing, Settlement and Back-Office Systems

conviction icon conviction

Repository for Research on Conviction voting schemes

cryptopt icon cryptopt

Cryptocurrency option analysis, with theoretical value and greek calculations.

data-science-ipython-notebooks icon data-science-ipython-notebooks

Data science Python notebooks: Deep learning (TensorFlow, Theano, Caffe, Keras), scikit-learn, Kaggle, big data (Spark, Hadoop MapReduce, HDFS), matplotlib, pandas, NumPy, SciPy, Python essentials, AWS, and various command lines.

dawp icon dawp

Derivatives Analytics with Python (Wiley Finance)

elitequant icon elitequant

A list of online resources for quantitative modeling, trading, portfolio management

emmental icon emmental

A deep learning framework for building multi-modal multi-task learning systems.

f2tp icon f2tp

the Fast FEC Transport Protocol library

fecon235 icon fecon235

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

five icon five

simulations and modeling for instruments

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