Jason L.'s repositories
backward-cpp
A beautiful stack trace pretty printer for C++
Data-Structures-and-Algorithms-in-cpp
This repository is in development phase and will soon provide you with c++ code of various data structures and algorithms
kalman-cpp
Basic Kalman filter implementation in C++ using Eigen
analytics_vidhya
Codes related to activities on AV including articles, hackathons and discussions.
cronos
An Open Source Time Series Analysis Package
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
design_principles
Demonstrating Software Design Principles in C#
dlsa-public
Deep Learning Statistical Arbitrage
fmt
A modern formatting library
gdb-dashboard
Modular visual interface for GDB in Python
IXWebSocket
websocket and http client and server library, coming with ws, a command line swiss army knife utility
json
JSON for Modern C++
liblogger
C++17 logging facility
mbt_gym
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.
ogre3d-python-embed
Embedding Python into an ogre3d demo
optionlab
A Python library for evaluating option trading strategies.
pairs_trading
experiments with pair trading
Scraps
Various small bits of code, generally testing small edge cases in the language
stock
stock
zlib
A massively spiffy yet delicately unobtrusive compression library.