ashgen's repositories
arrowkdb
kdb+ integration with Apache Arrow and Parquet
binlog
A high performance C++ log library, producing structured binary logs
bspline
Python/Numpy bspline implementation via Cox - de Boor
carma
Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11
catboost-cxx
OSS implementation of Yandex CatBoost model applier
circular_buffer
A constexpr STL style circular buffer implementation
datatable
A Python package for manipulating 2-dimensional tabular data structures
datetimeQ
Collection of datetime helper functions in q
fourier-bayesian-sv-estimation
Fourier-Bayesian estimation of stochastic volatility models
gcem
A C++ compile-time math library using generalized constant expressions
influxdb-cxx
Fork of the unmaintained https://github.com/awegrzyn/influxdb-cxx project.
kdb
Companion files to kdb+ and q
kdb-cpp
C++ class to connect to kdb+
least-squares-cpp
A single header-only C++ library for least squares fitting.
MiniDNN
A header-only C++ library for deep neural networks
mlnotebooks
Demonstration notebooks for Machine Learning
OrderImbalance
Order Imbalance Strategy in High Frequency Trading
pgtokdb
PostgreSQL to kdb+ Extension
pyq
PyQ — Python for kdb+
QuantLib-1
The QuantLib C++ library
quantQ
The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
rkdb
R client for kdb+
spline
c++ cubic spline library
splinter
Library for multivariate function approximation with splines (B-spline, P-spline, and more) with interfaces to C++, C, Python and MATLAB
stats
A C++ header-only library of statistical distribution functions.