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Wenhu Xu's Projects

cpptrader icon cpptrader

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

lean icon lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

quant-trading icon quant-trading

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, Options Straddle

usain icon usain

A Low-Latency Market Data Tick Generation Program

volatility-trading icon volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

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