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eastsun's Projects

flashbot icon flashbot

Low-Latency Java/Scala Cryptocurrency Trading Framework

matrix_derivatives icon matrix_derivatives

This is a note on matrix derivatives and described my own experience in detail. Hope you'll like it.

pandas icon pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

translob icon translob

PyTorch implementation of TransLOB - Transformer-based deep learning architecture for predicting price movements from limit order books.

tsfresh icon tsfresh

Automatic extraction of relevant features from time series:

wtfpython icon wtfpython

A collection of surprising Python snippets and lesser-known features.

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