Investment Research for Everyone, Everywhere.

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

A list of online resources for quantitative modeling, trading, portfolio management

Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more

Models and examples built with TensorFlow

An Open Source Machine Learning Framework for Everyone

Efficient Batched Reinforcement Learning in TensorFlow

A TensorFlow implementation of the Differentiable Neural Computer.

A probabilistic programming language in TensorFlow. Deep generative models, variational inference.

Hidden Markov Models in Python, with scikit-learn like API

The Julia Programming Language

Efficiently computes derivatives of NumPy code.

Implementations of various online inference algorithms for LDA, with Python interface.