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    21 repositories

    • stochastics

      Public
      A special-purpose Python library for simulation, stochastic analysis, and stochastic filtering
      Python
      •
      Apache License 2.0
      •0•0•0•0•Updated Dec 17, 2024Dec 17, 2024

    • pypes

      Public
      A pype abstraction for interprocess communication (IPC) in Python and Jupyter
      Python
      •
      Apache License 2.0
      •0•0•0•0•Updated Dec 17, 2024Dec 17, 2024

    • adiutor

      Public
      General-purpose Python utilities designed for reuse across multiple projects
      Python
      •
      Apache License 2.0
      •0•1•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

    • 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++
      •107•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++
      •19•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
      •33•127•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
      •140•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•20•0•0•Updated Mar 19, 2017Mar 19, 2017

    • pythalesians

      Public
      The Thalesians' Python library
      Apache License 2.0
      •10•61•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
      •674•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
      •112•4•0•0•Updated Jul 2, 2015Jul 2, 2015