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hufter

Stock Data and Backtesting API

iktrading

Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.

improved_glmnet

introduction-to-algorithms

Learning <<Introduction of Algorithms>>, and push Algorithms and Practices to server for management and sharing.

irls

C++ implementation of IRLS algorithm for generalized linear model

kernelfit

[C++] Single and multi-dimensional non-parametric Gaussian kernel regression.

kext

FUSE kernel extension

kraken-backtest

backtrader kraken integration for backtesting and live trading

kungfu

Kungfu Master Trading System

lazzyquant

期货/期权量化交易系统

learningmasteringalgorithms-c

Mastering Algorithms with C 《算法精解：C语言描述》源码及Xcode工程、Linux工程

lftpool

Lock-Free Thread Pool

libcluster

An extensible C++ library of Hierarchical Bayesian clustering algorithms, such as Bayesian Gaussian mixture models, variational Dirichlet processes, Gaussian latent Dirichlet allocation and more.

libcsptr

Smart pointers for the (GNU) C programming language

libcstl

libgp

Gaussian process library for machine learning

libhl

Simple and fast C library implementing a thread-safe API to manage hash-tables, linked lists, lock-free ring buffers and queues

librf

libtrading

Libtrading, an ultra low-latency trading connectivity library for C and C++.

limbo

A lightweight framework for Gaussian processes and Bayesian optimization of black-box functions (C++-11)

linkersx

Linkers::X Lightning Fast,Event Driven,Open Architecture,Encrypted Algorithmic HFT Trading Platform C-API

liquibook

Modern C++ order matching engine

low-latency-experiments

Various C++ benchmark code for low latency trading systems

lsmm

LSMM (Latent Sparse Mixed Model)

machine-learning-a-probabilistic-perspective-solutions

My solutions to Kevin Murphy Machine Learning Book

machinelearning

Machine learning resources

markdown

marslandmlalgo

Code and data for the second edition of the textbook `Machine Learning: An Algorithm Perspective" by Stephen Marsland.

master_alg_c

matrix_oo

Object-oriented matrix implementation in C99