Skip to content
View lcsrodriguez's full-sized avatar
15 followers · 13 following

Achievements

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

Achievements

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

Organizations

@DataScIIEnce-ENSIIE @PathBoard
Block or Report

Block or report lcsrodriguez

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
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

Pinned

  1. optimalHFT optimalHFT Public

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

    Jupyter Notebook 17 7

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

    Intraday volatility estimation using High-Frequency Financial Data

    Jupyter Notebook 4 2

  3. ecocal ecocal Public

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

    Python 5 2

  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 2

  6. qkucoin qkucoin Public

    Q/KDB+ handler for Kucoin HTTP/WS API

    q