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alphalens

Performance analysis of predictive (alpha) stock factors

bybit-smm

bybit simple market maker

crypto_examples

crypto_pub

A public description and readme of my crypto trading system

csp

csp is a high performance reactive stream processing library, written in C++ and Python

fastapi

FastAPI framework, high performance, easy to learn, fast to code, ready for production

hftbacktest

A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

hmmlearn

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

koala

mlx

MLX: An array framework for Apple silicon

ng-machine-learning

Python Implementation of Ng's ML Coursera Course

os3ep

OS 3 Easy Pieces Course

perspective

A data visualization and analytics component, especially well-suited for large and/or streaming datasets.

perspective-viewer-datagrid-norollups

The builtin `perspective-viewer-datagrid` component, but with rollup rows blanked out.

polars

Dataframes powered by a multithreaded, vectorized query engine, written in Rust

principles_cpp

My solutions to Principles and Practice in C++

programming-principles-and-practice-using-cpp

My reading of Programming: Principles and Practices using C++ (2nd ed) by Bjarne Stroustrup

pytrader

Python backtesting engine for equities configurable with yaml files.

research_public

Quantitative research and educational materials

s2geometry

Computational geometry and spatial indexing on the sphere

socketify.py

Bringing Http/Https and WebSockets High Performance servers for PyPy3 and Python3

toraniko

A multi-factor equity risk model for quantitative trading.

tradester

Python based backtesting engine for equities and futures.

uwebsockets

Simple, secure & standards compliant web server for the most demanding of applications

vim

These are my vim settings

websocketpp

C++ websocket client/server library

wrieg123

Config files for my GitHub profile.