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Name: Amando
Type: User
Bio: Quant Finance | Rust | R | Python
Location: Austria
Name: Amando
Type: User
Bio: Quant Finance | Rust | R | Python
Location: Austria
.gitignore templates.
Mathematical optimization in pure Rust
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
A curated list of Rust code and resources.
Open-source Rust framework for building event-driven live-trading & backtesting systems
Burn is a new comprehensive dynamic Deep Learning Framework built using Rust with extreme flexibility, compute efficiency and portability as its primary goals.
A Rust library for global calendars.
Various benchmarks for common data operations.
The official Python client library for Databento
Minimal Docker Compose example.
High-performance automatic differentiation of LLVM and MLIR.
A collection of (mostly) technical things every software developer should know about
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
Quake III Fast Inverse Square Root in Rust.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Generic Automatic Differentiation library for Rust (aka "autograd")
Below are some simple methods for exiting vim.
Mostly a convoluted bunch of threads and skeleton code, but hopefully it helps people understand tokio, rayon, websocket, database pooling and async design
A tiny scalar-valued autograd engine and a neural net library on top of it with PyTorch-like API
ndarray: an N-dimensional array with array views, multidimensional slicing, and efficient operations
Dataframes powered by a multithreaded, vectorized query engine, written in Rust
The testing ground for the future of portable SIMD in Rust
Python Financial ENGineering (PyFENG package in PyPI.org)
The QuantLib C++ library
Financial maths library for risk-neutral pricing and risk
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
A Python implementation of the rough Bergomi model.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.