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Lakshmi Krishnamurthy's Projects

awesome-quant icon awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

deeplearning4j icon deeplearning4j

Deep Learning for Java, Scala & Clojure on Hadoop & Spark With GPUs - From Skymind

drip icon drip

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

drop icon drop

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

drop-asset-allocation icon drop-asset-allocation

DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.

drop-fixed-income icon drop-fixed-income

DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.

drop-numerical-optimizer icon drop-numerical-optimizer

DRIP Numerical Optimizer is a collection of Java libraries for Numerical Optimization and Spline Functionality.

finagle icon finagle

A fault tolerant, protocol-agnostic RPC system

rxjava icon rxjava

RxJava – Reactive Extensions for the JVM – a library for composing asynchronous and event-based programs using observable sequences for the Java VM.

selenium icon selenium

A browser automation framework and ecosystem.

xgboost icon xgboost

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Flink and DataFlow

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

zxing icon zxing

ZXing ("Zebra Crossing") barcode scanning library for Java, Android

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