Alternatives and similar repositories for fastQuantile

Users that are interested in fastQuantile are comparing it to the libraries listed below

• pcaspers / Quantuccia
  header only essentials of QuantLib
  ☆25Updated 8 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 4 years ago
• bgn9000 / Cpp1y-OrderBook
  ☆40Updated 5 years ago
• jiecchen / StreamingCC
  A C++ library for summarizing data streams
  ☆23Updated 6 years ago
• salviati / slash
  A locality-sensitive hashing library
  ☆44Updated 11 years ago
• andreas50 / utsAlgorithms
  Algorithms for Unevenly Spaced Time Series in C
  ☆15Updated 7 years ago
• jarthod / backtest
  A simple & fast bitcoin trading strategy backtesting solution.
  ☆14Updated 9 years ago
• abwilson / L3
  C++11 tools for low latency systems. LMAX Disruptor, Ring, Ring Allocator.
  ☆32Updated 6 years ago
• AlexPetit12 / EventDrivenPlatform
  Basic event driven platform for backtesting financial strategies in C++
  ☆14Updated 10 years ago
• MonetDB / MonetDBLite-C
  MonetDB as a shared library with a C API
  ☆32Updated 4 years ago
• stevegee58 / JohansenCointegration
  A C++ implementation of the Johansen Cointegration test
  ☆21Updated 3 years ago
• maciekgajewski / Fast-Log
  Toy fats log for Meeting C++ 2016
  ☆33Updated 9 years ago
• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆49Updated 9 years ago
• carlcook / variadicLogging
  Working basic prototype of variadic template based logging
  ☆40Updated 9 years ago
• ByteHamster / LeMonHash
  Learned Monotone Minimal Perfect Hashing
  ☆31Updated 9 months ago
• shrektan / techfactor
  Calculate technical factors for stocks in an efficient, maintainable and correct way
  ☆23Updated last year
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆66Updated 2 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆58Updated 6 years ago
• lemire / fastscancount
  Fast implementations of the scancount algorithm: C++ header-only library
  ☆27Updated 6 years ago
• jheusser / hawkes
  Hawkes Process Estimation
  ☆52Updated 11 years ago
• cepappliance / tick-to-trade-latency
  Tick-to-trade latency benchmark sources
  ☆17Updated 8 years ago
• lemire / PiecewiseLinearTimeSeriesApproximation
  code from Daniel Lemire, A Better Alternative to Piecewise Linear Time Series Segmentation, SIAM Data Mining 2007, 2007.
  ☆24Updated 8 years ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago
• lucastheis / trlda
  Implementations of various online inference algorithms for LDA, with Python interface.
  ☆21Updated 10 years ago
• yixuan / fastncdf
  Fast Computation of Normal CDF
  ☆20Updated 5 years ago
• jontuk / pychro
  Chronicle memory-mapped message journal in Python
  ☆14Updated 2 months ago
• paulross / skiplist
  A C++ skip list with Python bindings. This can be used to calculate a rolling median - fast!
  ☆50Updated 9 months ago
• valotrading / tick
  Tick, a market data tool.
  ☆19Updated 12 years ago
• migumar2 / uiHRDC
  Suite of universal indexes for Highly Repetitive Document Collections
  ☆24Updated 5 years ago
• steve-the-bayesian / BOOM
  A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian O…
  ☆38Updated last week