Olivier Van Parys's repositories
LLMs-from-scratch
Implementing a ChatGPT-like LLM in PyTorch from scratch, step by step
llama_index
LlamaIndex is a data framework for your LLM applications
statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
Qwen2
Qwen2 is the large language model series developed by Qwen team, Alibaba Cloud.
Qwen-Agent
Agent framework and applications built upon Qwen2, featuring Function Calling, Code Interpreter, RAG, and Chrome extension.
Qwen
The official repo of Qwen (通义千问) chat & pretrained large language model proposed by Alibaba Cloud.
phidata
Build AI Assistants with memory, knowledge and tools.
skfolio
Python library for portfolio optimization built on top of scikit-learn
sunday-quant-scientist
A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing
leela-zero
Go engine with no human-provided knowledge, modeled after the AlphaGo Zero paper.
dspy
DSPy: The framework for programming—not prompting—foundation models
llama3
The official Meta Llama 3 GitHub site
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
icli
interactive brokers ibkr api command line interface cli giving you the fastest way to lose all your money
SWE-agent
SWE-agent takes a GitHub issue and tries to automatically fix it, using GPT-4, or your LM of choice. It solves 12.29% of bugs in the SWE-bench evaluation set and takes just 1.5 minutes to run.
ib_async
Python sync/async framework for Interactive Brokers API (replaces ib_insync)
baglinifinance
Quantitative Finance Research
ib_insync2
Sadly, the orignial creator Ewald has died and now we must continue without his years of experience creating and growing this project. See the 'Discussions' tab for organization planning. Python sync/async framework for Interactive Brokers API
temporian
Temporian is an open-source Python library for preprocessing ⚡ and feature engineering 🛠 temporal data 📈 for machine learning applications 🤖
coreforecast
Fast implementations of common forecasting routines
hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
python-training
Python training for business analysts and traders
StatArbPairsTrading
This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods required in order to find a successful pair as well as the code implementation for a backtest.
intelligent-indexing
AI Starter Kit for Intelligent Indexing of Incoming Correspondence using Intel® Extension for Scikit-learn*
lightweight_mmm
LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.
quant-finance-lectures
Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.