Stokhos's Projects
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Continually updated, interactive, test-driven Python coding interview challenges (algorithms and data structures).
Tensorflow / Pytorch implementation for "Introduction to GAN" by Alex Smola
Fast implementation of an ITCH order book
mawww's experiment for a better code editor
Source code for Large-Scale Wasserstein Gradient Flows (NeurIPS 2021)
Demonstrate all the questions on LeetCode in the form of animation.（用动画的形式呈现解LeetCode题目的思路）
Repo for leetcodes
A C++ and Python implementation of the limit order book.
A Rust machine learning framework.
Linus Torvalds' linked list argument for good taste, explained
A fast in-memory limit order book (LOB).
Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering
Machine Learning in Asset Management (by @firmai)
Implementation of Markov Chain Monte Carlo in Python from scratch
Codes for MO's Trading.
The aim of this project is to reimplement the algorithm from the paper Continious control with deep reinforcement learning
ndarray: an N-dimensional array with array views, multidimensional slicing, and efficient operations
A collaborative educational initiative in computational science and engineering.
The raw markdown notes for OMSCS Notes.
An open source library for portfolio optimisation
different algorithms to find population close to the optimal fitness, including genetic algorithm, differential evolution algorithm, PSO, firefly algorithm, cuckoo search algorithm and whale optimization algorithm in C++.
OrderBook Simulator with Limit and Iceberg functionality
experiments with pair trading
Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
Probabilistic reasoning and statistical analysis in TensorFlow
PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
All Algorithms implemented in Python
Code repository of Python for Finance – Second Edition by Packt
React
Typescript
Django
Laravel
Facebook
Microsoft
Google
Alibaba
D3
Tencent