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1. crypto-arbitrage-framework crypto-arbitrage-framework Public

   A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the…

   Python 704 182

2. multimodal-transportation-optimization multimodal-transportation-optimization Public

   A project on using mathematical programming to solve multi-modal transportation cost minimization in goods delivery and supply chain management.

   Python 298 84

3. HFT-price-prediction HFT-price-prediction Public

   A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

   Python 188 70