Repositories list

• stochastics

  Public
  A special-purpose Python library for simulation, stochastic analysis, and stochastic filtering

  Python

  •

  Apache License 2.0

  •0•0•0•0•Updated Jan 17, 2025Jan 17, 2025

• adiutor

  Public
  General-purpose Python utilities designed for reuse across multiple projects

  Python

  •

  Apache License 2.0

  •2•5•0•0•Updated Jan 17, 2025Jan 17, 2025

• pypes

  Public
  A pype abstraction for interprocess communication (IPC) in Python and Jupyter

  Python

  •

  Apache License 2.0

  •0•2•0•0•Updated Dec 17, 2024Dec 17, 2024

• aplc

  Public
  A LLVM based compiler for a simple APL like language

  C++

  •

  MIT License

  •2•0•0•0•Updated Oct 10, 2024Oct 10, 2024

• caesium-cxx

  Public
  Sodium - Functional Reactive Programming (FRP) Library for C++

  C++

  •21•0•0•0•Updated Mar 3, 2024Mar 3, 2024

• sodium-cxx

  Public
  Sodium - Functional Reactive Programming (FRP) Library for C++

  C++

  •21•0•0•0•Updated Mar 3, 2024Mar 3, 2024

• lathalesians

  Public
  The Thalesians' LaTeX library

  TeX

  •

  Apache License 2.0

  •8•11•0•0•Updated Feb 12, 2024Feb 12, 2024

• python-primer-foundations

  Public
  Python primer - foundations

  HTML

  •

  Apache License 2.0

  •0•0•0•0•Updated Nov 17, 2023Nov 17, 2023

• hft_design_patterns

  Public
  HFT design patterns

  C++

  •116•0•0•0•Updated Sep 10, 2023Sep 10, 2023

• semi-static-conditions

  Public
  Branch Optimisation for High-frequency Trading

  C++

  •

  MIT License

  •12•0•0•0•Updated Sep 9, 2023Sep 9, 2023

• MonteCarloVaREngine

  Public
  Project to model VaR and ES with Monte-Carlo Simulation

  C++

  •20•0•0•0•Updated Jan 19, 2023Jan 19, 2023

• LowLatencyProgramming

  Public
  A repository benchmarking low latency techniques

  Java

  •2•0•0•0•Updated Jun 18, 2022Jun 18, 2022

• computational-finance-cuda

  Public
  C++

  •2•0•0•0•Updated Mar 12, 2022Mar 12, 2022

• tsa

  Public
  The Thalesians' Time Series Analysis (TSA) library

  Jupyter Notebook

  •

  Apache License 2.0

  •32•129•0•0•Updated Aug 7, 2020Aug 7, 2020

• commons

  Public
  Miscellaneous files commonly used by the Thalesians

  Jupyter Notebook

  •

  Apache License 2.0

  •3•3•0•0•Updated Jan 28, 2020Jan 28, 2020

• nanotemporals

  Public
  Nanosecond-precision temporal types for Java

  Java

  •

  Apache License 2.0

  •2•1•2•0•Updated Oct 26, 2019Oct 26, 2019

• linear

  Public
  The Thalesians' Java linear algebra library

  Java

  •

  Apache License 2.0

  •0•0•0•0•Updated Jun 7, 2019Jun 7, 2019

• sodium

  Public
  Sodium - Functional Reactive Programming (FRP) Library for multiple languages

  C#

  •

  Other

  •141•0•0•0•Updated Jun 7, 2019Jun 7, 2019

• bayestsa

  Public
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis

  Python

  •

  Apache License 2.0

  •11•21•0•0•Updated Mar 19, 2017Mar 19, 2017

• inca

  Public
  an APL-style array calculator/interpreter in C based on the J-incunabulum, extended to allow propagating specifications a+2+a<3, more functions and operators.

  C

  •2•0•0•0•Updated Dec 2, 2016Dec 2, 2016

• pythalesians

  Public
  The Thalesians' Python library

  Apache License 2.0

  •10•63•1•0•Updated Sep 23, 2016Sep 23, 2016

• scthalesians

  Public
  Scala Open Source Financial Library

  Apache License 2.0

  •2•8•0•0•Updated Aug 18, 2015Aug 18, 2015

• cufflinks

  Public
  Productivity Tools for Plotly + Pandas

  Python

  •673•4•0•0•Updated Aug 6, 2015Aug 6, 2015

• IPython-plotly

  Public
  A collection of IPython notebooks that feature Plotly graphs. Content moved to https://plot.ly/ipython-notebooks/

  HTML

  •113•4•0•0•Updated Jul 2, 2015Jul 2, 2015