mBER - Manifold Binder Engineering and Refinement. mBER enables antibody binder design by leveraging structure templates and sequence conditioning in backprop design through AlphaFold-Multimer. Pre…

Python framework for TradingView's Lightweight Charts JavaScript library.

Make ID photo right in the browser.

[ICLR 2024] Official Implementation of "Diffusion-TS: Interpretable Diffusion for General Time Series Generation"

Books

Sequential Monte Carlo in python

Automagically synchronize subtitles with video.

FULL Augment Code, Claude Code, Cluely, CodeBuddy, Comet, Cursor, Devin AI, Junie, Kiro, Leap.new, Lovable, Manus Agent Tools, NotionAI, Orchids.app, Perplexity, Poke, Qoder, Replit, Same.dev, Trae…

Perforator is a cluster-wide continuous profiling tool designed for large data centers

Running SXM2/SXM3/SXM4 NVidia data center GPUs in consumer PCs

ThetaGang is an IBKR bot for collecting money

interactive brokers ibkr api command line interface cli giving you the fastest way to lose all your money

Serving YOLOv8 detection model with tf-serving

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading

Python Backtesting library for trading strategies

This is a collection of code samples aimed at illustrating temporal parallelization methods for sequential data.

🔎 📈 🐍 💰 Backtest trading strategies in Python.

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filte…

A ThinkScript Chart Study for the Options Chain

The world's easiest, most powerful edgar library

Differentiable Finite Element Method with JAX

Automatic Functional Differentiation in JAX

Delta hedging under SABR model

PyTorch-based framework for Deep Hedging

Study resources for quantitative finance

Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore