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curves

Tools for building commodity forward, swaps, and futures curves (Python and .NET).

curvy

The Smooth Forward Price Curve builder you never thought you needed

dataframe

R's and Pandas DataFrame in modern C++ using native types, continuous memory storage, and no virtual functions for data analysis and machine learning

deep-tcn-tensorflow

TensorFlow implementation of DeepTCN model for probabilistic time series forecasting with temporal convolutional networks.

direct-future-prediction-keras

Direct Future Prediction (DFP ) in Keras

easykf

C++ Kalman filtering (Extended Kalman Filter, Unscented Kalman Filter)

etrm

etrm: Energy Trading and Risk Management in R

eventql

Distributed "massively parallel" SQL query engine

eventql-python

EventQL python driver

fhce

CSI FeedHandlers: Community Edition

gt-gan

lstnet-tensorflow

TensorFlow implementation of LSTNet model for multivariate time series forecasting.

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

marketdata

nfsdb

Low Latency Storage

numcpp

C++ implementation of the Python Numpy library

osengine

Open Source algo trading platform

probcast-tensorflow

TensorFlow implementation of ProbCast model for probabilistic time series forecasting with generative adversarial networks.

rebel

ReBEL is a Matlab?toolkit of functions and scripts, designed to facilitate sequential Bayesian inference (estimation) in general state space models.

tcan-tensorflow

TensorFlow implementation of TCAN model for multivariate time series forecasting with sparse attention mechanisms.

time-gan-tensorflow

TensorFlow implementation of TimeGAN model for synthetic time series generation with generative adversarial networks.

timegan

Codebase for Time-series Generative Adversarial Networks (TimeGAN) - NeurIPS 2019

tribeca

A high frequency, market making cryptocurrency trading platform in node.js

tsetlinmachinecython

The code and datasets for the Tsetlin Machine

ydata-synthetic

Synthetic data generators for tabular and time-series data