Jonathan Perry's repositories
arbitragerepair
Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
bitmap
Simple dense bitmap index in Go with binary operators
blackscholes-rust
A Black-Scholes pricing model built in Rust
brotli
Brotli compression format
cloudposse-docs
📘 Cloud Posse Developer Hub. Complete documentation for the Cloud Posse solution. https://docs.cloudposse.com
dataframe-go
DataFrames for Go: For statistics, machine-learning, and data manipulation/exploration
deep_rough_calibration
C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
easyloggingpp
Single header C++ logging library. It is extremely powerful, extendable, light-weight, fast performing, thread and type safe and consists of many built-in features. It provides ability to write logs in your own customized format. It also provide support for logging your classes, third-party libraries, STL and third-party containers etc.
go-tdameritrade
go client for the tdameritrade api
googletest
GoogleTest - Google Testing and Mocking Framework
gopriceoptions
Calculations for theoretical option pricing, using Go (golang)
import-to-1password
Import from password managers to 1Password manager
NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
opentelemetry-network
eBPF Collector
or-tools
Google's Operations Research tools:
russcip
Rust interface for SCIP
scip
SCIP - Solving Constraint Integer Programs
splinter
Library for multivariate function approximation with splines (B-spline, P-spline, and more) with interfaces to C++, C, Python and MATLAB
testing.cloudposse.co
Terraform Reference Architecture that implements a Geodesic Module for an Automated Testing Organization in AWS
vscode-chatgpt
An unofficial Visual Studio Code - OpenAI ChatGPT integration