Repository Index

The fastest automatic differentiation library for C++, with Python bindings. Forward, adjoint and higher-order derivatives, checkpointing, Eigen support and JIT. Reproducible benchmarks against CppAD, Adept and autodiff.

• automatic-differentiation
• aad
• algorithmic-differentiation
• autodiff

Open Source Algorithmic Trading Engine

• algorithmic-trading
• quantitative-finance
• bots
• docker

The foundational library of the Morpheus data science framework

• datascience
• data-analysis
• data-analytics
• regression

Code repository for The Automation Ahead series, showcasing practical examples for GenAI-driven automation in investments. Each installment dives into specific tools, techniques, and use cases to help professionals assess and apply GenAI effectively.

• data-science
• deep-learning
• finance
• financial-data

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

• fat-tails
• finance
• kurtosis
• market-simulation