Philippe Casgrain (p-casgrain)

p-casgrain

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Company:ETH Zürich

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Philippe Casgrain's starred repositories

julia

The Julia Programming Language

questdb

An open source time-series database for fast ingest and SQL queries

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Flux.jl

Relax! Flux is the ML library that doesn't make you tensor

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OnlineStats.jl

⚡ Single-pass algorithms for statistics

Language:JuliaLicense:MITStargazers:824Issues:23Issues:209

JuliaDB.jl

Parallel analytical database in pure Julia

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PythonCall.jl

Python and Julia in harmony.

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Earthbound-Battle-Backgrounds-JS

A JavaScript project that generates all the Earthbound/Mother 2 backgrounds.

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abides

ABIDES: Agent-Based Interactive Discrete Event Simulation

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ferrumfix

Financial Information eXchange protocol implemented in Rust

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EvoTrees.jl

Boosted trees in Julia

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mbt_gym

mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal execution. The module is set up in an extensible way to allow the combination of different aspects of different models. It supports highly efficient implementations of vectorized environments to allow faster training of RL agents.

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CBinding.jl

Automatic C interfacing for Julia

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kdb-common

kdb+ Core Libraries and Utilities

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NaNStatistics.jl

Fast summary statistics, histograms, and binning – ignoring NaNs

Language:JuliaLicense:MITStargazers:45Issues:4Issues:16

GaussianFilters.jl

Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD

Language:Jupyter NotebookLicense:MITStargazers:43Issues:7Issues:19

AVLTrees.jl

AVL self-balancing tree written in pure Julia.

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TableIO.jl

A glue package for reading and writing tabular data. It aims to provide a uniform api for reading and writing tabular data from and to multiple sources.

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FIX.jl

Basic implementation of Financial Information eXchange protocol in Julia

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