magic-trace collects and displays high-resolution traces of what a process is doing

Microprice estimator for pretrade data

A collection of useful or interesting q libraries, curated by experienced developers

plugin for raw TCP connections in Q

Inference Llama 2 in one file of pure C

Python sync/async framework for Interactive Brokers API (replaces ib_insync)

Performance Tuning Tutorial given at Oak Ridge National Laboratory

collection of monit rule examples and custom checkers

🍊 📊 💡 Orange: Interactive data analysis

Converts images and gifs to ascii art

csp is a high performance reactive stream processing library, written in C++ and Python

A C++17 template library for converting to/from native C++ types to KDB

An Artifactory impostor for Conan that redirects to GitHub.

Pure Python asyncio connector to KDB

Google Cloud Monitoring Dashboard Samples

A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular optimization methods.

Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.

Burn is a new comprehensive dynamic Deep Learning Framework built using Rust with extreme flexibility, compute efficiency and portability as its primary goals.

What is the SOTA technique for forecasting day-ahead and intraday market prices for electricity in Germany?

etrm: Energy Trading and Risk Management in R

Simple library for websockets in kdb+/q

Collection of notebooks about quantitative finance, with interactive python code.

IBeam is an authentication and maintenance tool used for the Interactive Brokers Client Portal Web API Gateway.

Quantitative research and educational materials

Bitnami Helm Charts

A C++ repository to pipe operations functional and Unix style!

Port of OpenAI's Whisper model in C/C++

Code for Machine Learning for Algorithmic Trading, 2nd edition.

Quant Research

Low Latency Interest Rate Markets – Theory, Pricing and Practice