Projects in Awesome Lists by jialuechen
A curated list of projects in awesome lists by jialuechen .
https://github.com/jialuechen/torchquant
PyTorch Extension Library for Quantitative Finance
automatic-differentiation deep-learning derivatives-pricing malliavin-calculus numerical-methods optimal-transport pytorch quantitative-finance quantlib risk-management
Last synced: 05 Apr 2025
https://github.com/jialuechen/pytca
Python Library for Transaction Cost Analysis and Market Simulation
algorithmic-trading best-execution market-microstructure order-flow price-impact scaling-laws what-if-analysis
Last synced: 04 Apr 2025
https://github.com/jialuechen/libtca
Python Library for Transaction Cost Analysis (TCA)
algorithmic-trading best-execution data-science gpu high-frequency-data jax limit-order-book order-book price-impact propagator python quantitative-finance reinforcement-learning statistics
Last synced: 11 Jan 2025
https://github.com/jialuechen/genmarket
Python Market Simulation Engine Built on top of Generative AI
attention-mechanism diffusion-models event-driven execution market-making portfolio-optimization quant-finance transformer vae
Last synced: 06 Apr 2025
https://github.com/jialuechen/trademind
A High-Performance Visual Algorithmic Trading Framework
algorithmic-trading backtesting-engine electronic-trading event-driven high-frequency-trading machine-learning quantitative-finance simulation
Last synced: 07 Apr 2025
https://github.com/jialuechen/deepfolio
Diffusion-Transformer for Joint Portfolio Construction & Execution Optimization
attention-mechanism diffusion-models event-driven execution market-making portfolio-optimization quant-finance transformer
Last synced: 21 Mar 2025
https://github.com/jialuechen/tradezen
A Scalable Algorithmic Trading Framework for US Equities and Futures
algorithmic-trading backtesting-engine electronic-trading event-driven high-frequency-trading machine-learning quantitative-finance simulation
Last synced: 24 Mar 2025
https://github.com/jialuechen/openlpa
Liquidity Provision Analytics Python Library Beyond TCA
behavior-modeling high-frequency-trading liquidity-provider market-making smart-order-router strategy-development transaction-cost-analytics
Last synced: 06 Apr 2025
https://github.com/jialuechen/thunderfix
Super Fast FIX Protocol C++ Library
asio cpp deserialization financial-information-exchange high-frequency-trading json market-making parser quantitative-trading serialization strategy-development
Last synced: 15 Mar 2025
https://github.com/jialuechen/tfq-finance
Quantum Finance Library
cirq data-science derivatives-pricing high-frequency-trading machine-learning model-calibration physics portfolio-optimization quantitative-finance quantum-classical quantum-computing quantum-finance risk-management tensorflow-quantum
Last synced: 02 Mar 2025
https://github.com/jialuechen/riskcore
Python Machine Learning Library for Risk Management
machine-learning neural-network risk-management statistics
Last synced: 02 Dec 2024
https://github.com/jialuechen/strats
Python Library for Algorithmic Trading
algorithmic-trading interactive-brokers quantitative-finance
Last synced: 02 Dec 2024
https://github.com/jialuechen/stradex
Event-driven Algorithmic Trading Framework in C++ and Python
Last synced: 02 Dec 2024
https://github.com/jialuechen/libstoch
C++ Library for Stochastic Optimal Control in Trading
algorithmic-trading market-making market-microstructure order-management stochastic-optimization
Last synced: 02 Dec 2024
https://github.com/jialuechen/pyagency
Algo Trading Backtester with Machine Learning
Last synced: 02 Dec 2024
https://github.com/jialuechen/framedb
Serverless DataFrame Database for Financial Time-Series Data
database financial-markets pandas-dataframe serverless-framework time-series-analysis
Last synced: 02 Dec 2024
https://github.com/jialuechen/libflow
Market Liquidity Analytics C++ Library
algorithmic-trading liquidity market-making stochastic-optimization
Last synced: 02 Dec 2024
https://github.com/jialuechen/libmop
C++ Model Hyper-parameter Optimization library
bayesian blackbox-optimization hyperparameter-optimization kernel statistical-inference
Last synced: 02 Dec 2024
https://github.com/jialuechen/matrixkit
Lightweight C++ Linear Algebra Library
Last synced: 02 Dec 2024