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🚨这些github仓库是极其危险的

华尔街的工程师每年支付50万美元以上来编写这种代码,6家顶级公司把它们放在GitHub上

这6个仓库位于高盛、花旗、Jane Street、Jump、摩根斯坦利和曼氏集团,总共有38.6k个星

首先,弄清楚它是如何工作的:

1. 高盛的量化分析师构建了gs-quant用于定价、风险管理和回测。JP Morgan的Python培训课程是其自己交易员和分析师使用的课程的精确版本。

2. Jane Street的魔法轨迹在大约40纳秒内跟踪每个函数调用。摩根大通的Xpedite对低延迟交易代码进行性能分析,“低延迟直接转化为盈利能力”。跳的Firedancer在低延迟交易设计的基础上运行Solana。

3.摩根大通的ArcticDB存储和查询数以亿计的市场数据。它是一个完整的桌面:数据、研究、风险和速度。

你可以自己运行它:

1. 打开Claude Code并从JPMorgan的交易员课程开始,使用python-training。让Claude运行你的笔记本

2. 安装高盛的库:pip install gs-quant将技能“Claude Code”添加到使用中:python -m gs_quant.skills install --global

4. Claude 拉取 GS、JPM 和 MS 的 5 年每日价格,使用免费的 yfinance 数据

5. 将其存储在 Man Group 的数据库中:pip install arcticdb

6. 对 Goldman 的风险数学进行计算:波动率、最大回撤、z-score、beta 到 SPY。然后进行一个规则的回测,考虑费用。Claude编写代码并运行它

7. 在Linux上,使用Jane Street的魔法追踪器回测你的交易,并查看每微秒都去了哪里

8. 转到C++?按照摩根斯坦利的方式,使用Xpedite测量每个关键路径

9. Claude带您了解Jump如何构建Firedancer的管道(网络、验证、去重、打包、银行),然后将相同的想法应用到您的机器人上我就不多说了:
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原帖正文 🚨these github repos is SERIOUSLY DANGEROUSWall Street pays its engineers $500K+ a year to write code like this, 6 of the top firms put theirs on GitHub6 repos built inside Goldman Sachs, JPMorgan, Jane Street, Jump, Morgan Stanley and Man Group, with 38.6k stars combinedFirst, get how it works:1. Goldman Sachs' quants built gs-quant for pricing, risk and backtesting. JPMorgan's python-training is the exact course it uses to train its own traders and analysts.2. Jane Street's magic-trace traces every function call at ~40ns. Morgan Stanley's Xpedite profiles low-latency trading code, "where latency directly translates to profitability". Jump's Firedancer runs Solana on a design taken from low-latency trading.3. Man Group's ArcticDB stores and queries market data across billions of rows. Together it's a full desk: data, research, risk and speed.Here's how you can run it for free yourself:1. Open Claude Code and start with JPMorgan's trader course, python-training. Have Claude run the notebooks with you2. Install Goldman Sachs' library: pip install gs-quant3. Add the skill that teaches Claude Code to use it: python -m gs_quant.skills install --global4. Have Claude pull 5 years of daily prices for GS, JPM and MS with free yfinance data5. Store it in Man Group's database: pip install arcticdb6. Run Goldman's risk math on it: volatility, max drawdown, z-score, beta to SPY. Then backtest one rule with fees. Claude writes the code and runs it7. On Linux, trace your backtest with Jane Street's magic-trace and see where every microsecond goes8. Moving to C++? Measure every critical path the Morgan Stanley way with Xpedite9. Have Claude walk you through how Jump built Firedancer's pipeline (net, verify, dedup, pack, bank), then apply the same ideas to your boti won't say anything more:
引用自 X 原作者:Сarm1ne 原帖地址:https://x.com/i/status/2114907754347302979 原帖: 本站媒体副本
这些10个GitHub仓库是目前交易中最具危险的10件事的集合它们共同构成了一个完整的AI对冲基金:一个研究部门、一个投资委员会和一个执行部门在这篇文章中,我详细地展示了如何从零开始构建它https://x.com/i/article/2113219739837243392
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these 10 GitHub repos are the most DANGEROUS thing in trading right nowtogether they give you a full AI hedge fund: a research desk, an investment committee and an execution deskin this article I've shown EXACTLY how to build it from scratch https://x.com/i/article/2113219739837243392
引用自 X 原作者:Сarm1ne https://x.com/carm1nee/status/2113257064352915664

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还没有评论。第一条认真回应会很重要。