Starred repositories
Multiple Imputation with LightGBM in Python
A Datasource provider based on DuckDB for analytics/pivot tables
CacheIQ is a trace-driven CPU cache simulator written in modern C++. It allows computer science students and developers to study, experiment, and analyze the behavior of cache designs and data acce…
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its go…
Fast, flexible and easy to use probabilistic modelling in Python.
Quant/Algorithm trading resources with an emphasis on Machine Learning
Transparent and Efficient Financial Analysis
Solution for the Jane Street 2024 Kaggle competition.
Multi-Objective Portfolio Optimization using Gradient Descent
A package for Shrinkage Estimation of Covariance Matrices
EPFL Course - Optimization for Machine Learning - CS-439
A high-performance algorithmic trading platform and event-driven backtester
Code repository for Pricing and Trading Interest Rate Derivatives
Get started with building Fullstack Agents using Gemini 2.5 and LangGraph
Time series distances: Dynamic Time Warping (fast DTW implementation in C)
OpenAlpha_Evolve is an open-source Python framework inspired by the groundbreaking research on autonomous coding agents like DeepMind's AlphaEvolve.
A Python library for temporal disaggregation of time series data
Simple and efficient pytorch-native transformer text generation in <1000 LOC of python.
A computer science textbook
Accelerate local LLM inference and finetuning (LLaMA, Mistral, ChatGLM, Qwen, DeepSeek, Mixtral, Gemma, Phi, MiniCPM, Qwen-VL, MiniCPM-V, etc.) on Intel XPU (e.g., local PC with iGPU and NPU, discr…
This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.
The book "Performance Analysis and Tuning on Modern CPU"
Perforator is a cluster-wide continuous profiling tool designed for large data centers
This repo is the bundled opensource toolkit for book `Navigate through the Factor Zoo: The Science of Factor Investing`.
Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Paper Series, No 3004, European Central Bank