Pinned Repositories
2DMeanField
Implementation of Variational Mean Field Inference for dense Conditional Random Fields.
3fd
C++ Framework For Fast Development: OOP wrappers and helpers for OpenCL, SQLite, Microsoft RPC API (DCE), Windows Web Services API (SOAP), Extensible Storage Engine (ESENT) and Service Broker (SQL Server). Also: garbage collection, exception handling, logging, stack tracing and command line parser. Ports available from POSIX to Windows 10 Mobile.
A-introduction-to-reinforcement-learning
RL library based on algorithms from the book <A-introduction-to-reinforcement-learning>
algo_trading_backtesting_sample
A end to end example of algo trading and backtesting
algorithmic-trading-with-deep-learning
algorithmic trading using machine learning and deep learning algorithms
algorithmic_trader
An algorithmic trading application written in C++ for small portfolios (uses the Tradier brokerage API).
AlgorithmicTradingParallel
MACD & Monte Carlo implementation of Algorithmic Trading in Parallel computing environment. The algorithms were coded in C
APUE_notes
《UNIX环境高级编程》中文第三版笔记
backtrader-stuff
bt_community
Developing alternative plotter for backtrader using Bokeh lib, answering question, resolving issues for bt community users
CaptainTsao's Repositories
CaptainTsao/3fd
C++ Framework For Fast Development: OOP wrappers and helpers for OpenCL, SQLite, Microsoft RPC API (DCE), Windows Web Services API (SOAP), Extensible Storage Engine (ESENT) and Service Broker (SQL Server). Also: garbage collection, exception handling, logging, stack tracing and command line parser. Ports available from POSIX to Windows 10 Mobile.
CaptainTsao/C
All Algorithms implemented in C
CaptainTsao/C-Thread-Pool
A minimal but powerful thread pool in ANSI C
CaptainTsao/CaptainTsao.github.io
Ray的博客
CaptainTsao/CppLazy
CaptainTsao/D_T_Cpp
CaptainTsao/DBSLMM
Deterministic Bayesian Sparse Linear Mixed Model
CaptainTsao/DQN-PyTorch
DQN implementation using PyTorch for CartPole-v0 environment.
CaptainTsao/GES
Greenhouse Energy Simulation
CaptainTsao/GPBoost
Combining tree-boosting with Gaussian process and mixed effects models
CaptainTsao/hana.zh
Boost.Hana中文文档
CaptainTsao/hikyuu
Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架
CaptainTsao/LazzyQuant
期货/期权量化交易系统
CaptainTsao/LFTPool
Lock-Free Thread Pool
CaptainTsao/libcsptr
Smart pointers for the (GNU) C programming language
CaptainTsao/libhl
Simple and fast C library implementing a thread-safe API to manage hash-tables, linked lists, lock-free ring buffers and queues
CaptainTsao/limbo
A lightweight framework for Gaussian processes and Bayesian optimization of black-box functions (C++-11)
CaptainTsao/LSMM
LSMM (Latent Sparse Mixed Model)
CaptainTsao/markdown
CaptainTsao/Master_Alg_C
CaptainTsao/pipe
A simple thread-safe FIFO in C.
CaptainTsao/pytorch-cpp-rl
PyTorch C++ Reinforcement Learning
CaptainTsao/ReinforcementLearning
A collection of state-of-art reinforcement learning papers, wchich are translated from English into ZH-CN
CaptainTsao/RFOC
CaptainTsao/RLCpp
CaptainTsao/SAM
:exclamation: This is a read-only mirror of the CRAN R package repository. SAM — Sparse Additive Modelling
CaptainTsao/sdk
portable system call(aio/socket/thread/process/lock/event/pipe)
CaptainTsao/seagull
:exclamation: This is a read-only mirror of the CRAN R package repository. seagull — Lasso, Group Lasso, and Sparse-Group Lasso for Mixed Models. Homepage: https://github.com/jklosa/seagull Report bugs for this package: https://github.com/jklosa/seagull/issues
CaptainTsao/sparse_btm
a cpp implementation of sparse biterm topic model, 10x faster than origin implementation because using sparse-sampler.
CaptainTsao/ts