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  1. Introduction-to-quantitative-trading Introduction-to-quantitative-trading Public

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  2. dgt_coin_Inter_Exchange_Spread dgt_coin_Inter_Exchange_Spread Public

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    反正跨市套利机都更新到2.9版了。慢慢把以前版本开放出来让大家学习吧。

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    quantitative trading with Javascript, Python, C++, Blockly, MyLanguage(麦语言)

  4. LOB-feature-analysis LOB-feature-analysis Public

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    Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

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  5. HFT_Bitcoin HFT_Bitcoin Public

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    Analysis of High Frequency Trading on Bitcoin exchanges

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    High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)

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