diff --git a/Readme.md b/Readme.md index af286bd..658a2ae 100644 --- a/Readme.md +++ b/Readme.md @@ -50,6 +50,7 @@ And I count crypto as whole new category: [>> Click ME to Systematic Crypto](cry - [General Alpha](#general-alpha) - [Expression based alpha](#expression-based-alpha) - [Stock picking](#stock-picking) + - [Orderbook](#orderbook) - [Arbitrage (Crypto)](#arbitrage-crypto) - [Basic Components](#basic-components) - [Fundamental libraries](#fundamental-libraries) @@ -73,8 +74,9 @@ And I count crypto as whole new category: [>> Click ME to Systematic Crypto](cry - [Alternative](#alternative) - [Crypto](#crypto) - [Broker APIs](#broker-apis) - - [🔥 Quant Shops Code and Blog](#-quant-shops-code-and-blog) + - [Quant Shops Code and Blog](#quant-shops-code-and-blog) - [Resources](#resources) + - [Research](#research) - [Books](#books) - [Blogs](#blogs) - [Tutorials](#tutorials) @@ -174,6 +176,10 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a - [InvesTool](https://github.com/axiaoxin-com/investool) | `Go` | - Golang实现财报分析、个股基本面检测、基本面选股、4433法则基金筛选与检测、基金持仓相似度、股票选基、基金经理筛选 +### Orderbook + +- [The Microprice](https://github.com/sstoikov/microprice/tree/master) - An estimator of the fair price, given the state of the order book. + ### Arbitrage (Crypto) > Note: these bots are old and not maintained. I put them here just to show some logic of crypto arbitrage. @@ -346,7 +352,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a - [Coinnect](https://github.com/hugues31/coinnect) | `Rust` | - Coinnect is a Rust library aiming to provide a complete access to main crypto currencies exchanges via REST API. - More is coming... (PR welcome) -## 🔥 Quant Shops Code and Blog +## Quant Shops Code and Blog - **JaneStreet** - [JaneStreet Tech Blog](https://blog.janestreet.com/) @@ -371,6 +377,11 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ## Resources +### Research + +- [RevenPack - Insight](https://www.ravenpack.com/insights/research/) +- [Alexandria Technology - Insight](https://www.alexandriatechnology.com/insights) + ### Books - [Building Low Latency Applications with C++](https://www.packtpub.com/product/building-low-latency-applications-with-c/9781837639359)