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1. stat-arb-algo stat-arb-algo Public

   (needs improving) it is a basic stat-arb strategy that uses z score and OLS regression and has a Kalman filter for high volatility market regimes it trades cointegrated after optimisation it averag…

   Python

2. ecosystem ecosystem Public

   ecosystem

3. options-ui options-ui Public

   basic options ui made for a friend using iex options data

   Python

4. market-profile-model market-profile-model Public

   A Bayesian, real-time Market-Profile that models a session as a scale-mixture density over price.

   C++

5. EDAT EDAT Public

   entropy driven adaptive trading

   Python

6. Tails- Tails- Public

   ways of measuring tails in market micro structure other than in a normal way

   Python