high-frequency topic

List high-frequency repositories

D.S.A-Leet

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References and summary for leetcode high-frequency algorithm problems

high-frequency

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high-frequency intertemporal arbitrage 高频跨期套利策略

HFS

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HF-NeuS: Improved Surface Reconstruction Using High-Frequency Details (NeurIPS 2022)

hftbacktest

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A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

Nonlinear-Unsharp-Masking

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This source code is a MATLAB implementation of a nonlinear unsharp masking method, published in the proceeding of ICEIC 2020, Barcelona, Spain. The algorithm was implemented by means of generalized op...