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Simon Garruto's Projects

arbitragerepair icon arbitragerepair

Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

arroyo icon arroyo

Distributed stream processing engine in Rust

awesome-conformal-prediction icon awesome-conformal-prediction

A professionally curated list of awesome Conformal Prediction videos, tutorials, books, papers, PhD and MSc theses, articles and open-source libraries.

awesome-rust-machinelearning icon awesome-rust-machinelearning

This repository is a list of machine learning libraries written in Rust. It's a compilation of GitHub repositories, blogs, books, movies, discussions, papers, etc. 🦀

axum icon axum

Ergonomic and modular web framework built with Tokio, Tower, and Hyper

burn icon burn

Burn - A Flexible and Comprehensive Deep Learning Framework in Rust

fortitudo.tech icon fortitudo.tech

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

fortuna icon fortuna

A Library for Uncertainty Quantification.

giotto-tda icon giotto-tda

A high-performance topological machine learning toolbox in Python

hypothesis icon hypothesis

Hypothesis is a powerful, flexible, and easy to use library for property-based testing.

ib_insync icon ib_insync

Python sync/async framework for Interactive Brokers API

influxdb_iox icon influxdb_iox

Pronounced (influxdb eye-ox), short for iron oxide. This is the new core of InfluxDB written in Rust on top of Apache Arrow.

miri icon miri

An interpreter for Rust's mid-level intermediate representation

mplfinance icon mplfinance

Financial Markets Data Visualization using Matplotlib

ndarray icon ndarray

ndarray: an N-dimensional array with array views, multidimensional slicing, and efficient operations

optlib icon optlib

A library for financial options pricing written in Python.

peroxide icon peroxide

Rust numeric library with R, MATLAB & Python syntax

plotters icon plotters

A rust drawing library for high quality data plotting for both WASM and native, statically and realtimely 🦀 📈🚀

polars icon polars

Fast multi-threaded DataFrame library in Rust | Python | Node.js

py4at icon py4at

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

pymoo icon pymoo

NSGA2, NSGA3, R-NSGA3, MOEAD, Genetic Algorithms (GA), Differential Evolution (DE), CMAES, PSO

pyxirr icon pyxirr

Rust-powered collection of financial functions for Python.

rerun icon rerun

Visualize streams of multimodal data. Fast, easy to use, and simple to integrate. Built in Rust using egui.

rust-ad icon rust-ad

An automatic differentiation library for both forward and reverse auto-diff via code transformation written in Rust.

rust-gpu icon rust-gpu

🐉 Making Rust a first-class language and ecosystem for GPU shaders 🚧

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