GitHub topics: market-data-handler

Repositories

alexandrebrilhante/tick_handler

Low-latency market data feed handler.

Language: Rust - Size: 19.1 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 1 - Forks: 0

spurnaye/market_feed_importer

Market feed importer implementation using Websocket and Socket.io client

Language: C++ - Size: 1.32 MB - Last synced at: about 1 year ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 0

imandra-ai/cme-mdp

Imandra Modelling Language CME MDP Model

Language: Jupyter Notebook - Size: 2.17 MB - Last synced at: 17 days ago - Pushed at: almost 5 years ago - Stars: 13 - Forks: 3

A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

Language: Jupyter Notebook - Size: 74 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 20 - Forks: 10

AndrewLyasoff/SMAP

Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).

Language: Jupyter Notebook - Size: 1.19 MB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 21 - Forks: 7