sharavsambuu

ruff

An extremely fast Python linter and code formatter, written in Rust.

llm.c

LLM training in simple, raw C/CUDA

kickstart.nvim

A launch point for your personal nvim configuration

pykan

Kolmogorov Arnold Networks

triton

Development repository for the Triton language and compiler

dowhy

DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphical models and potential outcomes frameworks.

Vulkan-Samples

One stop solution for all Vulkan samples

finmarketpy

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

PySR

High-Performance Symbolic Regression in Python and Julia

ruptures

ruptures: change point detection in Python

pycma

Python implementation of CMA-ES

kan-gpt

The PyTorch implementation of Generative Pre-trained Transformers (GPTs) using Kolmogorov-Arnold Networks (KANs) for language modeling

pytimetk

Time series easier, faster, more fun. Pytimetk.

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.

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

WorldQuant_alpha101_code

Code implementation of the Quantigic 101 Formulaic Alphas

pyfolio-reloaded

Portfolio and risk analytics in Python

fsi-samples

A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.

tach

A Python tool to enforce a modular, decoupled package architecture

backtest_tutorial

Python-B-spline-examples

Examples in Python about plotting and interpolating a B-spline curve and their comparison using Numpy, Scipy and Matplotlib.

django-admin-shellx

A Django Admin Web Shell using Xterm.js and Django Channels.

arbitrage_research

Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.

softclt

rsims

R package for financial simulation

whittaker-eilers-smoother

Whittaker-Eilers smoother (from "A perfect smoother") in Python-numpy-scipy

Advances-in-Financial-Machine-Learning

Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through exploratory data analysis, continuous series creation, and bar sampling, inspired by Marcos Lopez de Prado's work, I demonstrate efficient alternatives to costly data processing methods.

mendel-framework

Dαrwinex Alpha Team's Open Source R&D Pipeline for DARWIN Portfolio Management: The Mendel Framework, in Python 3 (www.darwinex.com)

Multi-Strategy-Quant-System

This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.

EvoFolio