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Starred repositories
A data visualization and analytics component, especially well-suited for large and/or streaming datasets.
Fast and exact implementation of the C++ from_chars functions for number types: 4x to 10x faster than strtod, part of GCC 12, Chromium, Redis and WebKit/Safari
A Python library that generates static type annotations by collecting runtime types
Fast, correct Python JSON library supporting dataclasses, datetimes, and numpy
mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal…
Code for "Signature-based models: theory and calibration"
Dashboards and notebooks in a single place. Create powerful and flexible dashboards using code, or build beautiful Notion-like notebooks and share them with your team.
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Branch Optimisation for High-frequency Trading
A collection of homeworks of market microstructure models.
Simple, portable, and self-contained stacktrace library for C++11 and newer
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Collection of notebooks about quantitative finance, with interactive python code.
The RaftLib C++ library, streaming/dataflow concurrency via C++ iostream-like operators
Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges
talipp - incremental technical analysis library for python
A nimble options backtesting library for Python
a header-only, constexpr alternative to gperf for C++14 users