Talanton Technologies's repositories
ad-handbook
Automatic Differentiation Handbook
autodiff
automatic differentiation made easier for C++
casadi
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.
cmdstan
CmdStan, the command line interface to Stan
developers.italia.it
The developer community designing and developing public digital services in Italy
DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over OpenDDS
fixpp
FIX library generated with C++ PreProcessor to be used in latency sensitive context.
hpx
The C++ Standard Library for Parallelism and Concurrency
ITCH
Nasdaq Order Book Reconstructor
liquibook
Modern C++ order matching engine
math
The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
openapipp
Modern C++ 20 compile time OpenAPI parser and code generator implementation
qldds
QLDDS - Data Distribution Service for QuantLib
Quansight-website
đź’» Source code for Quansight Consulting and Labs websites
tailriskpandemic
Replicating Tail Risk of Contagious Diseases by Cirillo and Taleb
tapescript
Scalar and vector adjoint algorithmic differentiation (AAD)
Werk
High-throughput / low-latency C++ application framework
XAD
Fast automatic differentiation in C++