ryanmfw Goto Github PK
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ryanmfw's Projects
codebreaker
google-interview-university
A complete daily plan for studying to become a Google software engineer.
integratedspaceplangraph
Integrated Space Plan Graph
machine-learning-for-software-engineers
A complete daily plan for studying to become a machine learning engineer.
microstructure
MicroStructure is a module that, through the use of pandas, allows for the easy analysis of market microstructure. It imports and steps through order data, reconstructs the order book, and then runs package and user supplied algorithms on the data, producing pandas DataFrames containing the results at tick-resolution. This is primarily a vessel for implementing the algorithms discussed in the literature on market microstructure. I hope to add algorithms as time goes on.
ryanmfw.github.io
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tweleted
watchtower
Python CloudWatch Logging: Log Analytics and Application Intelligence
zipline
Zipline, a Pythonic Algorithmic Trading Library
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