S. philsong
philsong
/ 0x5DE45A7985ae5828f153b635B872655222FdB9eC
Created
October 20, 2017 10:08
0x5DE45A7985ae5828f153b635B872655222FdB9eC
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| 0x5DE45A7985ae5828f153b635B872655222FdB9eC |
philsong
/ bellman.py
Created
February 6, 2021 07:33
— forked from joninvski/bellman.py
Bellman ford python implementation
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| import pdb | |
| """ | |
| The Bellman-Ford algorithm | |
| Graph API: | |
| iter(graph) gives all nodes | |
| iter(graph[u]) gives neighbours of u | |
| graph[u][v] gives weight of edge (u, v) | |
| """ |
philsong
/ Bot.py
Created
July 11, 2021 01:38
— forked from guiziyu/Bot.py
Elon Musk Twitter Trading Bot
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| import time | |
| import os, io | |
| import urllib.request | |
| import tweepy | |
| from google.cloud import vision | |
| from google.cloud import vision_v1 | |
| import urllib.parse, urllib.request | |
| import hashlib, hmac, time | |
| import requests |
philsong
/ Liquidation_Permanent_Price_Impact.ipynb
Created
September 7, 2021 10:55
— forked from sebjai/Liquidation_Permanent_Price_Impact.ipynb
Optimal Execution with linear and non-linear impact. Chapter 6 of Algorithmic and High-Frequency Trading (c) Cartea, Jaimungal, & Penalva, 2015 Cambridge University Press
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philsong
/ TargetPercent_MarketSpeed.ipynb
Created
September 7, 2021 10:57
— forked from sebjai/TargetPercent_MarketSpeed.ipynb
Optimal execution with a percentage of volume target (Chap 9.2 of Algorithmic and High-Frequency Trading (c) Cartea, Jaimungal, & Penalva 2015 Cambridge University Press)
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philsong
/ Execution_Limit_MarketOrder.ipynb
Created
September 7, 2021 10:57
— forked from sebjai/Execution_Limit_MarketOrder.ipynb
Implementation of optimal execution using limit and market orders from Chap 8.5 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, & Penalva (2015) Cambridge University Press
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philsong
/ OrderFlow.ipynb
Created
September 7, 2021 10:57
— forked from sebjai/OrderFlow.ipynb
Optimal trading with order-flow and short-term alpha
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philsong
/ STA2536-exponential-MixtureModel.ipynb
Created
September 7, 2021 10:57
— forked from sebjai/STA2536-exponential-MixtureModel.ipynb
Estimation exponential mixture models
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philsong
/ short_term_alpha.ipynb
Created
September 7, 2021 10:58
— forked from sebjai/short_term_alpha.ipynb
Market Making in Short-Term Alpha (Chapter 10.4.2 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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philsong
/ PriceLimitSim.ipynb
Created
September 7, 2021 10:58
— forked from sebjai/PriceLimitSim.ipynb
Algo Trading Book Price Limiter (Chapter 7.2 of of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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