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This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-201…
DATAHACKS 2026: BTC/ETH/SOL binary prediction market hackathon — backtester, data, and strategy template
[ICLR 2025] Drama: Mamba-Enabled Model-Based Reinforcement Learning Is Sample and Parameter Efficien. The frist Mamba/Mamba2 MBRL agent.
Official Python MCP server for local interactions with the QuantConnect API
🔥 Search, scrape, and clean the web for AI agents.
Unsloth Studio is a web UI for training and running open models like Gemma 4, Qwen3.6, DeepSeek, gpt-oss locally.
🔎 📈 🐍 💰 Backtest trading strategies in Python.
AXI, AXI stream, Ethernet, and PCIe components in System Verilog
2025. Fully maintained, working implementation on a PYNQ Z1/Z2 board (Latest release: Vivado 2024.2 & Vitis 2024.2)
High Frequency Trading using Vivado HLS
TQT 2nd GBM: Introducing TQT In House Competition!?; Pipelining Research and Specialist + MINI SEMINAR
Intro to Brainteasers + Post Order Traversal -> Minimax -> Alpha Beta Pruning
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
A library of Jupyter notebooks and corresponding YouTube lectures by Roman Paolucci
Alpha Animals writeups and algorithm for IMC Prosperity 3 (9th Global, 2nd USA, Peak 2nd Global)
Triton Quantitative Trading seminar with collaboration with LPL Financial
TQT 1st GBM: Board Revamp -- Introducing Research and Specialist Positions
Automatically sync your leetcode solutions to your github account - with some updates to keep it working
Winning Code for Open Quant League 2024-Q4
TQT Seminar/Workshop: Risk Management and Hedging Techniques in Quantitative Finance
Data Structures and Algorithms applications to Quantitative Finance
Slides and Code for strategies: $SPY Buy and hold, $SPY Covered Calls, $SPY LEAPS + Covered Calls
Solving all 150 Algorithm Roadmap Questions