Elo ratings for global black box derivative-free optimizers

World beating online covariance and portfolio construction.

DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphic…

Uplift modeling and causal inference with machine learning algorithms

Toolbox for working with streaming data as rough paths in Python

Lists of company wise questions available on leetcode premium. Every csv file in the companies directory corresponds to a list of questions on leetcode for a specific company based on the leetcode …

This is course material for a course on linear algebra and mathematical prerequisites for quantum computing. It contains Jupyter notebooks and Python scripts that can be downloaded as part of the c…

An Interview Primer for Quantitative Finance

DRL university course lecture notes & exercises

Binance Exchange API python implementation for automated trading

Cryptocurrency historical price data library in Python. Data from https://coinmarketcap.com.

Github Pages template based upon HTML and Markdown for personal, portfolio-based websites.

Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)

Learn CUDA Programming, published by Packt

Python for Finance module for Imperial MSc in Mathematics and Finance

Code repository of the paper "CKConv: Continuous Kernel Convolution For Sequential Data" published at ICLR 2022. https://arxiv.org/abs/2102.02611

A scikit-learn compatible Python package for GPU-accelerated computation of the signature kernel using CuPy.

Pytorch implementation of the paper, "Representation Learning with Contrastive Predictive Coding", or CPC, https://arxiv.org/pdf/1807.03748.pdf