LB365

tshistory

streamlit-altair-drilldowns

streamlit-ws-localstorage

A simple synchronous way of accessing localStorage from your Streamlit app.

qpbenchmark

Benchmark for quadratic programming solvers available in Python

QuantitativePrimer

An Interview Primer for Quantitative Finance

Pyro-M5-Starter-Kit

Learn Pyro through the M5 forecasting competition

sqrt-parallel-smoothers

A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algorithms, both in a sequential and parallel fashion, as well as efficient gradient rules for computing gradients of required quantities (such as the pseudo-loglikelihood of the system).

dynamax

State Space Models library in JAX

Datawrapper

A light-weight wrapper for the Datawrapper API.

simple-bootstrap-5-dashboard

Simple Bootstrap 5 Admin Dashboard Template

awesome-jax

JAX - A curated list of resources https://github.com/google/jax

MyExcelLib

Excel Addin with Quantitative Finance UDFs with F# and ExcelDna

pf

PF: a header only template library for fast particle filtering!

dotfiles-public

My personal dotfiles

parallel-non-linear-gaussian-smoothers

Companion code in JAX for the paper Parallel Iterated Extended and Sigma-Point Kalman Smoothers.

blackjax

BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.

tinygrad

You like pytorch? You like micrograd? You love tinygrad! ❤️

SchwartzSmith.jl

Implementation of the Schwartz Smith model

probability

Probabilistic reasoning and statistical analysis in TensorFlow

rethinking-numpyro

Statistical Rethinking (2nd ed.) with NumPyro

numpyro

Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.

ScPoEconometrics

Undergraduate textbook for Econometrics with R