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Jersey City

Rory Chung

Elite
@rorysroes

SGX-Full-OrderBook-Tick-Data-Trading-Strategy. Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

2.3k

Fast_Algorithm_FPS_SSA. Implement F-DST to solve 2-D PDE(fast poisson solver) and FFT to compute Multiplication algorithm(Schönhage–Strassen algorithm) with C

9

Fast_Algorithm_FFT. Implement Cooley–Tukey FFT algorithm with C

7

EmpiricalAssetPricing. Jupyter Notebook

1

EfficientPrice-Joel-Hasbrouck-2002-JFM-. Jupyter Notebook

1