A header-only C++ library for large scale eigenvalue problems

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

A template for my Python packaging recommendations circa Sept 2023. Prepared for dotastro.

PyKX is a Python first interface to the worlds fastest time-series database kdb+ and it's underlying vector programming language q.

Clarabel.rs: Interior-point solver for convex conic optimisation problems in Rust.

Portfolio optimization and back-testing.

Tool to support backtests

Source files for "Fun Q: A Functional Introduction to Machine Learning in Q"

Cram like framework for OCaml

ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.

This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

A CVXPY extension for saddle problems

📊 Financial markets data library implemented in go.

A workflow for reproducible and open scientific articles

statistical testing, linear algebra, machine learning, fitting and signal processing in F#

Rust interface to OSQP: The Operator Splitting QP Solver

MTP2 for covariance estimation in financial data

A Graph Structure Learning (GSL) Toolkit

Portfolio analytics for quants, written in Python

R package for general isotone optimization

V2 of Real World OCaml

A minimal OCaml project

A composable build system for OCaml.

Real time stock and option data.

A template for Python projects

Financial data platform for analysts, quants and AI agents.

OCaml bindings for Python

An example that demonstrates how to write Python libraries in OCaml using pyml and pythonlib.