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24 followers · 13 following

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Achievements

Achievement: StarstruckAchievement: Public SponsorAchievement: Pair ExtraordinaireAchievement: YOLOAchievement: Pull SharkAchievement: Quickdraw

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@DataScIIEnce-ENSIIE @PathBoard

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lcsrodriguez/README.md

Lucas RODRIGUEZ

Business-oriented engineer in CS, Applied Mathematics, Quantitative & Computational Finance

Interests • HFT, LOB data, Commodities trading (LNG, ...), Algorithmic trading, High-performance & Ultra low latency systems design

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  1. optimalHFT optimalHFT Public

    HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

    Jupyter Notebook 27 8

  2. HFT-IntradayVol-Estimation HFT-IntradayVol-Estimation Public

    Intraday volatility estimation using High-Frequency Financial Data

    Jupyter Notebook 7 3

  3. ecocal ecocal Public

    Worldwide economic calendar Python package (details, estimates, market news, ...)

    Python 13 3

  4. cryptotrading cryptotrading Public

    Crypto-currencies (Bitcoin) trading & Transfer Learning applications

    Jupyter Notebook 3 1

  5. AIS-ws-feedhandler AIS-ws-feedhandler Public

    Python tool scraping and collecting terrestrial AIS streaming data (visualization, API usage tracking, ...)

    Python 3

  6. qkucoin qkucoin Public

    Q/KDB+ handler for Kucoin HTTP/WS API

    q