mathlhl

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FinRL

FinRL: Financial Reinforcement Learning. 🔥

Language:Jupyter NotebookMIT9270 197 697

Awesome-Quant-Machine-Learning-Trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

MachineLearningNotes

My personal notes

tomlplusplus

Header-only TOML config file parser and serializer for C++17.

Language:C++MIT1430 28 171

atomic_queue

C++ lockless queue.

Language:C++MIT1374 42 45

sparsepp

A fast, memory efficient hash map for C++

Language:C++NOASSERTION1235 64 78

cpp17_in_TTs

Descriptions of C++17 features, presented mostly in "Tony Tables" (hey, the name wasn't my idea)

liquibook

Modern C++ order matching engine

Language:C++NOASSERTION1118 124 24

dyno

Runtime polymorphism done right

Language:C++BSL-1.0965 58 45

HFT-Orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

Language:CMIT950 46 16

pollnet

A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)

Language:C++MIT206 13 16

ChipDistribution

筹码分布python计算源码

Language:Python192 4 11

rolling-quantiles

Blazing fast, composable, Pythonic quantile filters.

Language:CApache-2.0133 4 3

perf-workshop

Tutorial on reducing Linux scheduler jitter

Language:JavaApache-2.0120 80

agner

Reworking of Agner Fog's performance test programs for Linux

Language:C++GPL-3.0109 11 2

2D-Kalman-Filter-Example_Dr_CAN_in_python

Language:Python7700

low-latency-system

Everything about low latency system.

Language:HTMLGPL-3.055 6 1

papipp

c++ wrapper around libpapi

Language:C++MIT48 10

admincmd

A shell style command line framework which can easily be incorporated into a linux c++ server, supporting telnet/nc clients

Language:C++MIT38 2 1

redhat-summit-2015-notes

Notes from talks at the 2015 Red Hat Summit (and DevNation)

Apache-2.025 40

Application-latency-optimization-Linux

We set out to reduce jitter/latency on our Forex Trading applications to the max, the focus was on the operating system level as well as the JVM configuration and choice itself.

7 20

P0267_RefImpl

Reference Implementations of P0267, the proposed 2D graphics API for ISO C++

Language:C++NOASSERTION400

awesome-cpp

A curated list of awesome C++ (or C) frameworks, libraries, resources, and shiny things. Inspired by awesome-... stuff.

MIT4 10

kernel_tuning

内核调优加固 Linux Kernel Tuning

Language:ShellApache-2.04 10

turbopump

An aspiring low-latency, extensible, distributed key value store

Language:C++MPL-2.04 30

low-latency-training

Language:C++3 20

cppbestpractices

Collaborative Collection of C++ Best Practices

NOASSERTION3 20

hsdb

low latency cpp bitmex market maker

Language:C++3 4 2

DeepLearning-500-questions

深度学习500问，以问答形式对常用的概率知识、线性代数、机器学习、深度学习、计算机视觉等热点问题进行阐述，以帮助自己及有需要的读者。全书分为18个章节，50余万字。由于水平有限，书中不妥之处恳请广大读者批评指正。未完待续............ 如有意合作，联系scutjy2015@163.com 版权所有，违权必究 Tan 2018.06

GPL-3.01 10

workshop_low_latency

Language:C++100