grinisrit Goto Github PK

apex

Algorithmic trading strategies research and execution platform

compfinance

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

cryptooptioncalibration

Repo for Crypto Option Calibration project in CMF

dealii

The development repository for the deal.II finite element library.

dftfe

DFT-FE: Real-space DFT calculations using Finite Elements

dqc

Differentiable Quantum Chemistry (only Differentiable Density Functional Theory and Hartree Fock at the moment)

dqclibs

Libraries for DQC

dumux

https://git.iws.uni-stuttgart.de/dumux-repositories/dumux/-/tree/master

ent

Transport of high energy neutrinos.

enzyme

High-performance automatic differentiation of LLVM and MLIR.

financialengineering_ir_xva

game-life

google-research

Google Research

hftbacktest

A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

imperial_hft

inq

Fork from https://gitlab.com/npneq/inq

kmath

Kotlin mathematics extensions library

libxc

https://gitlab.com/libxc/libxc

local_volatility_vanilla

noa

Differentiable Programming Algorithms in Modern C++

noa-atra

Analytics for Trading with NOA

noa-test-data

NOA artifacts for testing suite

numerical-recipes

All header files from numerical recipes. 3rd Edition.

numerics

pumas

Transport of high energy muons or taus.

pumas-materials

Materials for the PUMAS library

pyscf

Python module for quantum chemistry

quantfinancebook

Quantitative Finance book

quantlib

The QuantLib C++ library

sobjectizer

An implementation of Actor, Publish-Subscribe, and CSP models in one rather small C++ framework. With performance, quality, and stability proved by years in the production.