Point72 / cspLinks
csp is a high performance reactive stream processing library, written in C++ and Python
☆376Updated this week
Alternatives and similar repositories for csp
Users that are interested in csp are comparing it to the libraries listed below
Sorting:
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆302Updated last week
- The official Python client library for Databento☆235Updated 2 weeks ago
- ccflow is a collection of tools for workflow configuration, orchestration, and dependency injection☆35Updated this week
- Nasdaq Order Book Reconstructor☆265Updated 4 years ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆144Updated this week
- ☆431Updated 4 years ago
- A multi-factor equity risk model for quantitative trading.☆853Updated last year
- An intuitive Bloomberg API☆294Updated this week
- Pythonic interface for Bloomberg Open API☆141Updated last month
- Fast data store for Pandas time-series data☆598Updated 5 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆144Updated last year
- The official C++ client library for Databento☆63Updated 3 weeks ago
- PyQ — Python for kdb+☆203Updated last year
- ☆42Updated last year
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆226Updated 5 months ago
- A collection of homeworks of market microstructure models.☆272Updated 7 years ago
- Implementation of the vanilla Deep Hedging engine☆310Updated 2 years ago
- Fast and scalable construction of risk parity portfolios☆317Updated last month
- A flexible framework for visualizing data and automated creation of "good enough" reports.☆180Updated 2 months ago
- Technical Analysis Indicators for polars☆225Updated last month
- Implementation of a orderbook data structure for LOB research capabilities.☆160Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- High-performance option pricing and volatility modeling library.☆76Updated 4 months ago
- Polars least squares extension - enables fast linear model polar expressions☆190Updated 2 months ago
- ☆371Updated last year
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- A C++ and Python implementation of the limit order book.☆295Updated 5 years ago
- Macrosynergy Quant Research☆164Updated this week
- A fast L2/L3 orderbook data structure, in C, for Python☆307Updated 2 months ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆244Updated 11 months ago