DataFusion TableProviders for reading data from other systems

QuantMinds Rough Volatility Workshop lectures

A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.

JAX - A curated list of resources https://github.com/google/jax

Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more

Scalable datastore for metrics, events, and real-time analytics

Evaluation script for FAMMA benchmark

C++11/14/17/20 Concurrency Demystified: From Core Principles to Thread-Safe Code

Expressive Vector Engine - SIMD in C++ Goes Brrrr

A quantitative tool that selects stocks through a large model semantic filtering and completes A-share strategy backtesting and strategy report output, aiming to quickly verify investment ideas.

Making data lake work for time series

AAD enabled and scripting included derivatives modeling.

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction …

Code for the paper "Poseidon: Efficient Foundation Models for PDEs"

clad -- automatic differentiation for C/C++

Example notebooks with DiffFusion.jl

卢瑟们的作业展示，答案讲解，以及一些C++知识

深度学习软硬件配置（小白向）

Rust library for quantitative finance.

High performance hybrid Monte Carlo simulation

Build and publish crates with pyo3, cffi and uniffi bindings as well as rust binaries as python packages

derivatives pricing both with DAL and JAX

PDEBench: An Extensive Benchmark for Scientific Machine Learning

A library for solving differential equations using neural networks based on PyTorch, used by multiple research groups around the world, including at Harvard IACS.

FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.