emilsjoerup

Emil sjørup's starred repositories

ITCH

Nasdaq Order Book Reconstructor

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Multi-Horizon-Forecasting-for-Limit-Order-Books

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arch

ARCH models in Python

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pyqtgraph

Fast data visualization and GUI tools for scientific / engineering applications

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goes16-background

goes16-background is a Python 3 script that fetches near-realtime (~15 minutes delayed) Full Disk Natural Color image of Earth as its taken by GOES-16 and sets it as your desktop background.

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RcppArmadillo

Rcpp integration for the Armadillo templated linear algebra library

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awesome-python

An opinionated list of awesome Python frameworks, libraries, software and resources.

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uvloop

Ultra fast asyncio event loop.

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pytorch-forecasting

Time series forecasting with PyTorch

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scalene

Scalene: a high-performance, high-precision CPU, GPU, and memory profiler for Python with AI-powered optimization proposals

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react-stockcharts

Highly customizable stock charts with ReactJS and d3

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microbenchmark

Infrastructure to accurately measure and compare the execution time of R expressions

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quantmod

Quantitative Financial Modelling Framework

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xts

Extensible time series class that provides uniform handling of many R time series classes by extending zoo.

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Rcpp

Seamless R and C++ Integration

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pi-hole

A black hole for Internet advertisements

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scipy

SciPy library main repository

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anytime

Anything to POSIXct or Date Converter

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t4

Support repo for T^4 Video Lightning Talks

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line_profiler

Line-by-line profiling for Python

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safy

Show the Global Environment Some Appreciation

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autodiff

automatic differentiation made easier for C++

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The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.

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