Quantitative AUM capacity estimator featuring a Q-learning Oracle.
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May 17, 2026 - C++
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market-impact
Here are 12 public repositories matching this topic...
TWAP excecution Algorithm
python trading trading-bot cryptocurrency fintech quantitative-finance algorithmic-trading reference-implementation binance crypto-trading twap execution-algorithms order-execution market-impact
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Aug 28, 2023 - Python
Optimal trade execution using the Almgren–Chriss stochastic control framework with illustrative notebooks.Optimal trade execution using the Almgren–Chriss stochastic control framework with illustrative notebooks.Using Stochastic Control especially the Almgren-Chriss framework
python finance trading quantitative-finance quantitative optimal-execution almgren-chriss market-microstructure stochastic-control market-impact
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Oct 9, 2024 - Jupyter Notebook
idea-extractor extracts, categorizes, and scores high‑impact software ideas from forum discussions, outputting themes, feasibility and market impact.
hacker-news entrepreneurs text-processing developers trend-analysis structured-output impact-assessment software-ideas forum-analysis project-evaluation community-discussions key-themes market-impact idea-extraction feasibility-assessment priority-assessment high-impact-ideas
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Dec 21, 2025 - Python
Crypto News AI Aggregator 2026 – Real-time crypto news from 50+ sources with AI-powered summaries and market impact analysis. No API keys required. Setup.exe included.
desktop-app open-source sentiment-analysis news-aggregator data-visualization pc-tools news-summarizer real-time-news ai-summary market-impact ai-aggregator windows-software-installation-guide crypto-news-sentiment-analyzer crypto-tools-airdrop crypto-analysis-bot 2026-software
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Jul 20, 2026 - Python
Substrate: Financial Execution Research Platform
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Apr 13, 2026 - Jupyter Notebook
End-to-End Python implementation of Devanathan et al.'s (2026) ADMM-based distributed optimization for institutional market impact mitigation. Features 3/2-power transaction cost modeling, proximal operator calculus, VAR(1) alpha generation, and 25-year walk-forward validation, via backtesting, across 434 assets.
python reproducible-research numpy scientific-computing portfolio-optimization quantitative-finance admm algorithmic-trading cvxpy convex-optimization factor-models distributed-optimization risk-management backtesting operator-splitting privacy-preserving hedge-funds transaction-costs research-replication market-impact
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Mar 22, 2026 - Jupyter Notebook
Dashboard expérimental qui suit les posts Truth Social de Donald Trump et estime leur impact macro attendu sur 10 actifs (règles mots-clés + LLM Claude), avec prix live et historique. Pas un conseil financier.
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Jun 22, 2026 - JavaScript
Execution research lab: realistic L2 replay simulator, classical optimal-execution benchmarks (TWAP/VWAP/POV/Almgren-Chriss), and a from-scratch PPO agent — with honest, ablation-tested findings.
python reinforcement-learning pytorch quantitative-finance algorithmic-trading optimal-execution almgren-chriss backtesting market-microstructure market-impact
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Jul 19, 2026 - Python
Nonlinear market impact model from live order book data — convex cost modeling and Lagrange-optimized trade scheduling
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Jul 24, 2025 - Jupyter Notebook
Institutional-style quantitative equity research and backtesting platform with walk-forward validation, factor analysis, execution realism, market impact modeling, and portfolio capacity analytics.
python pandas scipy portfolio-optimization quantitative-finance algorithmic-trading factor-analysis statsmodels risk-management backtesting market-impact walk-foward-validation
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Jun 3, 2026 - Python
Optimal trade execution using Deep Q-Networks (DQN) and PyTorch. Simulates an Almgren-Chriss market environment to outperform TWAP benchmarks.
python machine-learning reinforcement-learning deep-learning pytorch fintech dqn trading-algorithms quantitative-finance algorithmic-trading deep-q-network gymnasium optimal-execution almgren-chriss financial-engineering market-microstructure twap order-execution market-impact
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Jan 15, 2026 - Python
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