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Starred repositories
Universal differentiable statistical inference engine (Rust + GPU). High-performance Frequentist & Bayesian modeling, RL environments, and end-to-end optimization for Science, Pharma, and Finance
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
Keyed reversible source code obfuscator for Rust: syntactically valid, functionally identical, spiritually hostile.
Next generation frontend tooling. It's fast!
A comprehensive quantitative trading system with AI-powered analysis, real-time data processing, and advanced risk management
Mid price estimation in LOB using Markov model
Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natural language processing, neural networks and LLMs
Crypto Exchange Orderflow Service for Building Footprint Candles
High performance order matching engine
BAyesian Model-Building Interface (Bambi) in Python.
A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance
An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.
Code implementation of the Quantigic 101 Formulaic Alphas
OIPD computes the probabilities of an asset's future price as implied by the options market.
VictoriaMetrics: fast, cost-effective monitoring solution and time series database
Mean Reversion Trading Strategy
Candlestick Pattern Detection using Python
A multi-factor equity risk model for quantitative trading.
QuantMinds Rough Volatility Workshop lectures
Code for paper "Understanding Generalization, Robustness, and Interpretability in Low-Capacity Neural Networks"
Statistics-driven benchmarking library for Rust
Statistical pairs trading strategy with correlation matrix, cointegration analysis, spread and z-score
The Statistics stdlib that ships with Julia.
This repository provides Krux, a trading bot for Binance focused on futures trading of cryptocurrencies. It is designed to handle market volatility effectively, leveraging advanced algorithms to op…
OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
Fast, easy and reliable testing for anything that runs in a browser.