Starred repositories
Collection of notebooks about quantitative finance, with interactive python code.
data-to-paper: Backward-traceable AI-driven scientific research
Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
Financial Derivatives Calculator with 171+ Models (Options Calculator)
🔎 📈 🐍 💰 Backtest trading strategies in Python.
This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.
A high-performance algorithmic trading platform and event-driven backtester
An extensive introduction to applied numerical computing: scientific programming, finite difference method, and finite element method
Simple Finite Element Framework for research and education
🧮 An Open Source, Parallel and Heterogeneous Finite Element Analysis Framework
A C++ class to represent a sparse matrix in compressed row format. Useful for FEM codes.
Differentiable Finite Element Method with JAX
Rust Scientific Libary. ODE and DAE (Runge-Kutta) solvers. Special functions (Bessel, Elliptic, Beta, Gamma, Erf). Linear algebra. Sparse solvers (MUMPS, UMFPACK). Probability distributions. Tensor…
An extremely fast Python linter and code formatter, written in Rust.
Openterface Mini-KVM: Hardware Design, Schematics and Components
A fast multi-producer, multi-consumer lock-free concurrent queue for C++11
Nonlinear optimisation (root-finding, least squares, ...) in JAX+Equinox. https://docs.kidger.site/optimistix/
Linear solvers in JAX and Equinox. https://docs.kidger.site/lineax
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…
linear and non-linear solvers, time integration, roms