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361 followers · 20 following
  • New York

Achievements

Achievement: Starstruckx3Achievement: Pair ExtraordinaireAchievement: YOLOAchievement: Pull SharkAchievement: Quickdraw

Achievements

Achievement: Starstruckx3Achievement: Pair ExtraordinaireAchievement: YOLOAchievement: Pull SharkAchievement: Quickdraw

Organizations

@CUHK-SZ-quant

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  1. ML-HFT ML-HFT Public

    High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

    Jupyter Notebook 607 143

  2. Statistical-Arbitrage Statistical-Arbitrage Public

    High-frequency statistical arbitrage

    Jupyter Notebook 279 60

  3. Trading-System Trading-System Public

    An asynchronous low-latency trading system

    C++ 69 20

  4. Binance-Arbitrage Binance-Arbitrage Public

    Binance cash-and-carry arbitrage bot

    Python 80 34

  5. Optimal-Hedging Optimal-Hedging Public

    Delta hedging under SABR model

    Jupyter Notebook 50 14

  6. Portfolio-Optimization Portfolio-Optimization Public

    Dynamic portfolio optimization

    Jupyter Notebook 32 9