Mathis Wellmann's repositories
trade_aggregation-rs
Aggregate trade data into user-defined candles using information driven rules
sliding_features-rs
Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.
time_series_generator-rs
Generate various time series, some randomly sampled, in pure rust.
whittaker_smoother
A perfect smoother; A discrete time version of spline smoothing for equally spaced data
penrose-personal
My linux desktop environment using custom penrose tiling window manager and mostly rust software
matrix_profile
Computes a euclidean distance of a sliding window to a reference window.
nixos-config
NixOS configs for all my systems
reservoir_computer
Reservoir Computers on CPU
awesome-quant-1
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
D-ratio
D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices
fpdec.rs
Fast implementation of Decimal fixed-point arithmetics
gource_all_repos
Create a `gource` visualization for all repos in a directory
nix-direnv
A fast, persistent use_nix/use_flake implementation for direnv [maintainer=@Mic92 / @bbenne10]
petal-decomposition
Matrix decomposition algorithms including PCA (principal component analysis) and ICA (independent component analysis)
questdb-rs
QuestDB connector for Rust
simd-euclidean
Calculation of euclidean distance between vectors with additional z-score normalization, with SIMD
sonnerie
A simple timeseries database
substrate
Substrate: The platform for blockchain innovators
substrate-dex-node
Final assessment for the Polkadot Blockchain Academy
Turbine
A low-latency, high-throughput inter-task communication library