jasonge27 / fastQuantile

Related projects: ⓘ

• pcaspers / Quantuccia
  header only essentials of QuantLib
  ☆24Updated 6 years ago
• discretelogics / TeaFiles.Cpp-Time-Series-Storage-in-Files
  C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.
  ☆60Updated 2 years ago
• jiecchen / StreamingCC
  A C++ library for summarizing data streams
  ☆24Updated 5 years ago
• talwagner / quadsketch
  Implementation of QuadSketch algorithm
  ☆11Updated last year
• rigtorp / CharConv
  Fast integer to string and string to integer conversion functions
  ☆18Updated 11 months ago
• cepappliance / tick-to-trade-latency
  Tick-to-trade latency benchmark sources
  ☆15Updated 6 years ago
• valotrading / tick
  Tick, a market data tool.
  ☆18Updated 11 years ago
• tkluck / accumulation_tree
  Red/black tree with support for fast accumulation of values in a key range
  ☆18Updated 4 years ago
• abwilson / L3
  C++11 tools for low latency systems. LMAX Disruptor, Ring, Ring Allocator.
  ☆31Updated 4 years ago
• spirom / arrow-simpledb
  Query processing for an extremely simple, in-memory, columnar database using Apache Arrow to represent tables
  ☆22Updated 2 years ago
• ericniebler / time_series
  ye olde time_series library, now unmaintained
  ☆15Updated 11 years ago
• jmazar / obmodeling
  ☆17Updated 2 years ago
• MonetDB / MonetDBLite-C
  MonetDB as a shared library with a C API
  ☆33Updated 2 years ago
• tetzank / SIMDSetOperations
  testbed for different SIMD implementations for set intersection and set union
  ☆38Updated 4 years ago
• gpichot / cpp-tdigest
  [Not maintained] Implementation of TDigest algorithm in C++
  ☆16Updated 7 years ago
• lemire / fastscancount
  Fast implementations of the scancount algorithm: C++ header-only library
  ☆24Updated 4 years ago
• jermp / mutable_rank_select
  A SIMD-based C++ library providing rank/select queries over mutable bitmaps.
  ☆35Updated last year
• izenecloud / izenelib
  General purpose C++ library for iZENECloud
  ☆42Updated 9 years ago
• ulmangt / vfml
  Very Fast Machine Learning Toolkit
  ☆27Updated 11 years ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆14Updated last year
• jontuk / pychro
  Chronicle memory-mapped message journal in Python
  ☆14Updated 3 years ago
• JoshuaMcKenzie / OrderBook
  ☆31Updated this week
• mettienne / tiered-vector
  Highly optimized implementation of tiered vectors, a data structure for maintaining a sequence of n elements supporting access in time O(…
  ☆49Updated 5 months ago
• migumar2 / uiHRDC
  Suite of universal indexes for Highly Repetitive Document Collections
  ☆19Updated 4 years ago
• bgn9000 / Cpp1y-OrderBook
  ☆32Updated 4 years ago
• AMDComputeLibraries / morton_filter
  A compressed, sparse cuckoo filter (see https://www.vldb.org/pvldb/vol11/p1041-breslow.pdf)
  ☆84Updated 3 years ago
• chuvpilo / OrderBook
  Order Book Implementation
  ☆25Updated 11 years ago
• ot / path_decomposed_tries
  Implementation of the data structures described in the paper "Fast Compressed Tries using Path Decomposition".
  ☆55Updated last year
• schani / linbin
  Linear vs binary search benchmark
  ☆40Updated 4 years ago
• keean / File-Vector
  C++ file backed vector for very fast column databases, useful for time series data
  ☆22Updated 9 years ago