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Lucas RODRIGUEZ

Business-oriented engineer in CS, Applied Mathematics, Quantitative & Computational Finance

Interests • HFT, LOB data, Commodities trading (LNG, ...), Algorithmic trading, High-performance & Ultra low latency systems design

Lucas RODRIGUEZ's Projects

ais-ws-feedhandler icon ais-ws-feedhandler

Python tool scraping and collecting terrestrial AIS streaming data (visualization, API usage tracking, ...)

binlog icon binlog

A high performance C++ log library, producing structured binary logs

boardgame_c icon boardgame_c

Repo with resources from academic project (Imperative programming)

cryptotrading icon cryptotrading

Crypto-currencies (Bitcoin) trading & Transfer Learning applications

cuttingedge-milliman icon cuttingedge-milliman

Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)

dp icon dp

Design pattern implementation

earnings icon earnings

Equity earnings Python package (confirmed calendar, news articles, earnings transcripts, ...)

ecocal icon ecocal

Worldwide economic calendar Python package (details, estimates, market news, ...)

ensiie_s2_projet_prog_fonc icon ensiie_s2_projet_prog_fonc

Git repository containing all the resources related to a school project on DNA/RNA strands construction Phylogenetic tree simulation using Functionnal Programming

fx icon fx

FX high-frequency tick/candle historical data scraping tool

headat-signals icon headat-signals

.hea/.dat ECG-files processing and converting tool (CLI & module) for deeper integration in the datascience ecosystem

lob icon lob

L2 data generator - Limit Order Book reconstruction project

mp_tipe icon mp_tipe

Git repo centralizing all the resources necessary for the proper functioning of this maritime flow optimization project.

optimalhft icon optimalhft

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

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