compatibl / tapescript
Scalar and vector adjoint algorithmic differentiation (AAD)
☆29Updated 7 years ago
Alternatives and similar repositories for tapescript:
Users that are interested in tapescript are comparing it to the libraries listed below
- QuantLib with adjoint algorithmic differentiation (AAD)☆46Updated 8 years ago
- C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.☆60Updated 3 years ago
- kdb+ integration with Apache Arrow and Parquet☆29Updated 9 months ago
- header only essentials of QuantLib☆25Updated 7 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆56Updated last year
- High-Performance-Computing with C++☆15Updated 9 years ago
- C++ Utility Library☆34Updated 5 months ago
- ☆19Updated last year
- Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).☆17Updated 6 years ago
- Docker images for QuantLib CI☆23Updated last year
- Compile time fixed point scalars and n-dimensional arrays for C++17.☆12Updated 7 years ago
- High performance C++ Linear Algebra Library☆14Updated 4 years ago
- Multihreaded 64 bit c++ files for processing numba arrays☆17Updated 9 months ago
- Tick, a market data tool.☆19Updated 11 years ago
- A Boost Asio drop-in replacement for QuickFix connectivity classes☆12Updated 12 years ago
- Sample trading strategies using price data and conventional indicators☆16Updated 8 years ago
- Source code for 'Assessing and Improving Prediction and Classification' by Timothy Masters☆17Updated 7 years ago
- Easy authoring for rules of engagement using markdown☆11Updated last year
- Programmatic Control Flow☆12Updated 7 years ago
- This repository contains components that will support percolation via OpenCL and CUDA☆31Updated 3 years ago
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 6 years ago
- Source Code for Data Mining Algorithms in C++ by Timothy Masters☆35Updated 7 years ago
- EDSL for automated, low-latency trading☆32Updated 7 years ago
- Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine☆19Updated 2 years ago
- A scalable implementation of the multifrontal method for symmetric and Hermitian systems (with intrafrontal pivoting)☆19Updated 8 years ago
- async (boost.asio) library for backtesting☆30Updated 9 years ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆28Updated 4 years ago
- General information about The Open Markets Initiative☆37Updated 3 weeks ago
- QuandlLink allows to connect Mathematica with Quandl to get financial data☆8Updated 8 years ago
- Overridable universal operator overloading for C++14☆20Updated 10 years ago