Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
☆92Dec 1, 2021Updated 4 years ago
Alternatives and similar repositories for URT
Users that are interested in URT are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A C++ interface with MySQL for building your own database of historical market quotes☆13Feb 20, 2017Updated 9 years ago
- C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs …☆22Dec 14, 2020Updated 5 years ago
- Developed a fast implementation of autoregressive models with fitting, ACF/PACF tests and forecasting.☆13Sep 8, 2019Updated 6 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 9 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆44May 4, 2017Updated 9 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- a C++ wrapper of TA-lib☆13Oct 22, 2015Updated 10 years ago
- A assorted collection of free and open notes, courses and books in Statistical learning☆14Oct 4, 2025Updated 11 months ago
- a new simulator for statistical arbitrage☆15Sep 12, 2015Updated 10 years ago
- Pairs Trading Strategy Implementation in C++☆21Jul 24, 2017Updated 9 years ago
- http://pcsx2.googlecode.com/svn/trunk☆14Sep 27, 2024Updated last year
- Automated Lua module deployment utility for the LuaDist project.☆13Apr 26, 2012Updated 14 years ago
- FastDosbox from http://gaming.capsule-sa.co.za☆11Feb 18, 2014Updated 12 years ago
- DirectQ quake engine made by MH. Archive made for historical studies.☆10Aug 13, 2014Updated 12 years ago
- Extract many time series features. Inspired by https://github.com/blue-yonder/tsfresh☆19Apr 23, 2020Updated 6 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- R package providing Asio C++ library header files☆13Jul 27, 2026Updated last month
- Like ultracopier☆10Apr 14, 2012Updated 14 years ago
- MSGARCH R Package☆85Aug 20, 2026Updated 2 weeks ago
- A C++ implementation of the Johansen Cointegration test☆22Sep 6, 2022Updated 3 years ago
- (dead/2006) The old ZDL.☆12Jan 21, 2011Updated 15 years ago
- Highly scalable renderer backend☆10Mar 4, 2019Updated 7 years ago
- DOOM Eternal patcher for modding purposes.☆12Apr 14, 2021Updated 5 years ago
- deprecated: C++ sanctuary for small but powerful and frequently required, stand alone features.☆16Jan 24, 2018Updated 8 years ago
- ☆13Feb 28, 2013Updated 13 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- Gameplay-oriented fork of Crispy/Chocolate Doom source ports☆11Jun 13, 2024Updated 2 years ago
- Exploration Library in C++☆16Jun 13, 2023Updated 3 years ago
- ARCH models in Python☆1,558Aug 10, 2026Updated 3 weeks ago
- Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations☆16Aug 21, 2026Updated 2 weeks ago
- tinypy is a minimalist implementation of python☆16Dec 30, 2010Updated 15 years ago
- ☆11Jul 28, 2026Updated last month
- ☆18Dec 7, 2019Updated 6 years ago
- Wolfenstein 3D (1992) by ID Software. The premier source port aiming to be vanilla accurate with nothing added and nothing taken away. Ex…☆15Sep 14, 2024Updated last year
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- A generic PDA inventory system for GZDoom. Can play back a combination of audio, text and images.☆12Sep 11, 2025Updated 11 months ago
- Tool for extracting named DOOM Eternal audio files, ready to use for mods.☆12Aug 4, 2025Updated last year
- Engle-Granger cointegration models in R☆18Feb 27, 2023Updated 3 years ago
- Crypto++: a C++ Class Library of Cryptographic Schemes☆13May 10, 2016Updated 10 years ago
- 😇 Wholly Adaptive LLVM Optimizer☆28Aug 29, 2020Updated 6 years ago
- reQuiem is a custom OpenGL Quake engine for Windows and Linux. It's designed for maximum compatibility with all things Quake - past, pre…☆17Aug 23, 2014Updated 12 years ago
- Utilities for automation of Trading System Synthesis and Boosting (TSSB)☆28Jun 13, 2013Updated 13 years ago