High-performance TensorFlow library for quantitative finance.
Repository Index
47,133 repositories indexed
1–4 of 4 · Most stars
Trady is a handy library for computing technical indicators, and it targets to be an automated trading system that provides stock data feeding, indicator computing, strategy building and automatic trading. It is built based on .NET Standard 2.0.
- strategy
- technical
- analysis
- stock
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
Practical volume computation and sampling in high dimensions
- geometry
- statistics
- polyhedral-computations
- random-walk