Roi Mallo's repositories
algorithmica
A computer science textbook
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
bybit-smm
bybit simple market maker
cvxportfolio
Portfolio optimization and back-testing.
deeptime_ts
Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation
efficient-kan
An efficient pure-PyTorch implementation of Kolmogorov-Arnold Network (KAN).
epo
Enhanced Portfolio Optimization (EPO)
grok-1
Grok open release
imbalanced-learn
A Python Package to Tackle the Curse of Imbalanced Datasets in Machine Learning
llamafile
Distribute and run LLMs with a single file.
llm.c
LLM training in simple, raw C/CUDA
LLM4Decompile
Reverse Engineering: Decompiling Binary Code with Large Language Models
marker
Convert PDF to markdown quickly with high accuracy
mm-toolbox
toolbox of fast mm-related funcs
MS-DOS
The original sources of MS-DOS 1.25, 2.0, and 4.0 for reference purposes
nevergrad
A Python toolbox for performing gradient-free optimization
OpenVoice
Instant voice cloning by MyShell.
pairs_trading
experiments with pair trading
particles
Sequential Monte Carlo in python
pykan
Kolmogorov Arnold Networks
pymer4
All the convenience of lme4 in python
pyvinecopulib
A Python library for vine copula models
QuantConnectDocumentation
QuantConnect Wiki Style Documentation Behind QuantConnect
QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
QuantLib-SWIG
QuantLib wrappers to other languages
rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
schedule_free
Schedule-Free Optimization in PyTorch
surya
OCR, layout analysis, reading order, line detection in 90+ languages