chekaru's repositories
tech-interview-handbook
💯 Algorithms study materials, behavioral content and tips for rocking your coding interview
Current
C++ framework for realtime machine learning.
algorithms
Algorithms & Data structures in C++.
C-Data-Structures-and-Algorithms
C++ Data Structures and Algorithms
interview-preparation
Preparation for interview.
CreditDefaultSwapPricer
Credit Default Swap Pricer
memory
STL compatible C++ memory allocator library using a new RawAllocator concept that is similar to an Allocator but easier to use and write.
dr_strangetemplate
A guide for the rest of us on using C++ templates.
CPP-Data-Structures-and-Algorithms
C++ Data Structures and Algorithms, published by Packt
Kalman
Some Python Implementations of the Kalman Filter
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
pyziabm
Zero Intelligence Agent-Based Model of Modern Limit Order Book
zipline
Zipline, a Pythonic Algorithmic Trading Library
Mosek.jl
Interface to the Mosek solver in Julia
TensorFlow-Examples
TensorFlow Tutorial and Examples for Beginners with Latest APIs
QuantLib
The QuantLib C++ library
Engine
Open Source Risk Engine
dx
DX Analytics
HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
findatapy
Python library to download market data via Bloomberg, Quandl, Yahoo etc.
homework2-MDPs
The homework for Cutting-Edge of Deep Learning, aka CEDL, from NTHU
Hawkes-Process-Toolkit
A toolbox of Hawkes processes
deep_reinforcement_learning
Reinforcement Learning Algorithms
Jdmbs
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Tutorials
A collection of tutorials for the MOSEK package
MDP-1
A Markov Decision Process Algorithms Implementation
finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
finmarketpy
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
FPBHCPLEX.jl
A Feasibility Pump based Heuristic for Multi-objective Mixed Integer Linear Programming using CPLEX