Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…

Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python

Bond pricing using YTM or zero curve. Also basic NPV/IRR functions

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

Use CH-UI to work with your data from Click House self-hosted with a user-friendly interface. CH-UI is a modern and feature-rich user interface for ClickHouse databases. It offers an intuitive plat…

Scripts of possible interest to macOS admins

An advanced API client for python bot traderes.

64bit multithreaded python data analytics tools for numpy arrays and datasets

Portfolio analytics for quants, written in Python

GPU-accelerated Factors analysis library and Backtester

Docker-compose macvlan example - container using different IP address than host.

Numerical Analysis code from the Oscar Veliz YouTube Channel

Portfolio Quantitative Research

React grid component for virtualized rendering large tabular data.

Implied volatility of options

A small, ergonomic generic container library.

❤️ SQLite ORM light header only library for modern C++

Generate Serialization Functions for C++ classes and structs using python and libclang

Meta C++ Library and Tool

React components for efficiently rendering large lists and tabular data

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

The Art of Template MetaProgramming (TMP) in Modern C++♦️

Order Book Events ReconstructiON from empirical data

a tiny, lightning fast event loop for network applications