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protocol

pycaret

An open-source, low-code machine learning library in Python

pyfolio

Portfolio and risk analytics in Python

pyglicko2

Github mirror of my original https://code.google.com/archive/p/pyglicko2/. For details about the Glicko-2 rating system see: http://www.glicko.net/glicko/glicko2.html and http://www.glicko.net/glicko/glicko2.pdf

pysabr

SABR model Python implementation

pysingular

Python module which can execute Singular commands

pytorch

Tensors and Dynamic neural networks in Python with strong GPU acceleration

quantlib

The QuantLib C++ library

quantlib-swig

The QuantLib extension modules

quantlib.jl

Quantlib implementation in pure Julia

quasar

Quasar Framework - Build high-performance VueJS user interfaces in record time

quickfixj

The official QuickFIX/J project repository

rainbow

DeFi options comparator to detect market opportunities with CLI (Go) and web (Vue3).

rdkafka.jl

Wrapper for librdkafka

reactive-streams-jvm

Reactive Streams Specification for the JVM

reactor-aeron

A reactive driver for Aeron transport (https://github.com/real-logic/aeron)

ripser

Ripser: efficient computation of Vietoris–Rips persistence barcodes

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

rough_volatility

We implement the models and neural networks for the paper "Historical analysis of rough volatility models to the SPX market".

rsocket-java

Java implementation of RSocket

rsocket-js

JavaScript implementation of RSocket

rstats

Material & code for a course in statistical analysis with R

rxjava

RxJava – Reactive Extensions for the JVM – a library for composing asynchronous and event-based programs using observable sequences for the Java VM.

scalecube-cluster

ScaleCube Cluster is a lightweight Java VM implementation of SWIM: Scalable Weakly-consistent Infection-style Process Group Membership Protocol. features cluster membership, failure detection, and gossip protocol library.

scalecube-config

ScaleCube Config is a configuration access management library for JVM based distributed applications

scalecube-gateway

Scalecube API Gateway is the single entry point for service consumers. handles incoming requests and proxy/route to the appropriate microservice instance.

scalecube-js

Toolkit for working in microservices/micro-frontends architecture.

scalecube-security

Authentication and Authorization library for scalecube services.

scalecube-services

a microservices library - scalecube-services is a high throughput, low latency reactive microservices library built to scale. it features: API-Gateways, service-discovery, service-load-balancing, the architecture supports plug-and-play service communication modules and features. built to provide performance and low-latency real-time stream-processing. its open and designed to accommodate changes. (no sidecar in a form of broker or any kind)

scripting

Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley, 2021)