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  1. gym-trading gym-trading Public

    Environment for reinforcement-learning algorithmic trading models

    Jupyter Notebook 712 213

  2. pystrat pystrat Public

    Playing around with simple trading strategies and off-the-shelf machine-learning models from tensorflow.

    Jupyter Notebook 16 6

  3. vwap vwap Public

    Hands-on exploration of a vwap order with model in R and execution in java

    Jupyter Notebook 5 4

  4. disruptor disruptor Public

    c++ implementation of disruptor pattern

    Makefile 4

  5. via via Public

    Looking at volatility index arb strategies

    Jupyter Notebook 4 3

  6. stanford_ml stanford_ml Public

    my matlab/octave work for Andrew Ng's virtuouso ml class

    MATLAB 3 2