jasonge27 / fastQuantileLinks
Memory Efficient Quantile Approximator for High Speed Data Streams
☆22Updated 8 years ago
Alternatives and similar repositories for fastQuantile
Users that are interested in fastQuantile are comparing it to the libraries listed below
Sorting:
- header only essentials of QuantLib☆24Updated 7 years ago
- C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.☆60Updated 3 years ago
- ☆40Updated 5 years ago
- A C++ library for summarizing data streams☆23Updated 6 years ago
- A simple & fast bitcoin trading strategy backtesting solution.☆14Updated 9 years ago
- Helix, a market data feed handler for C and C++.☆118Updated 7 years ago
- Tick, a market data tool.☆19Updated 12 years ago
- Fast integer to string and string to integer conversion functions☆23Updated last year
- SRS - Fast Approximate Nearest Neighbor Search in High Dimensional Euclidean Space With a Tiny Index☆54Updated 10 years ago
- A C++ DSEL for real-time event stream processing☆78Updated 3 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆59Updated 2 years ago
- Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python☆92Updated 3 years ago
- Working basic prototype of variadic template based logging☆39Updated 8 years ago
- A non-sampling profiler purpose built to measure and optimize performance of C++ low latency/real time systems☆173Updated 3 months ago
- Basic event driven platform for backtesting financial strategies in C++☆14Updated 10 years ago
- Templated Portable I/O Environment☆113Updated 4 months ago
- A C++ implementation of the Johansen Cointegration test☆21Updated 2 years ago
- C++11 tools for low latency systems. LMAX Disruptor, Ring, Ring Allocator.☆32Updated 5 years ago
- Order Book Implementation☆26Updated 12 years ago
- ☆28Updated 10 years ago
- Tick-to-trade latency benchmark sources☆17Updated 7 years ago
- C++ file backed vector for very fast column databases, useful for time series data☆22Updated 10 years ago
- ☆17Updated 3 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Toy fats log for Meeting C++ 2016☆32Updated 8 years ago
- code from Daniel Lemire, A Better Alternative to Piecewise Linear Time Series Segmentation, SIAM Data Mining 2007, 2007.☆25Updated 7 years ago
- Project intends to provide an easy framework for collecting and analyzing performance counters☆59Updated last year
- Examples and presentation for Pacific++/MeetingC++ talk "Benchmarking C++. From video games to algorithmic trading"☆17Updated 4 years ago
- C++ Binance Futures SDK.☆22Updated 4 years ago
- A locality-sensitive hashing library☆46Updated 11 years ago