S. philsong
philsong
/ 0x5DE45A7985ae5828f153b635B872655222FdB9eC
Created
October 20, 2017 10:08
0x5DE45A7985ae5828f153b635B872655222FdB9eC
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| 0x5DE45A7985ae5828f153b635B872655222FdB9eC |
philsong
/ bellman.py
Created
February 6, 2021 07:33
— forked from joninvski/bellman.py
Bellman ford python implementation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| 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
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| 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
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
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)
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
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
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
philsong
/ OrderFlow.ipynb
Created
September 7, 2021 10:57
— forked from sebjai/OrderFlow.ipynb
Optimal trading with order-flow and short-term alpha
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
philsong
/ STA2536-exponential-MixtureModel.ipynb
Created
September 7, 2021 10:57
— forked from sebjai/STA2536-exponential-MixtureModel.ipynb
Estimation exponential mixture models
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
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)
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
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)
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.