MathisWellmann

go_ehlers_indicators

A collection of John Ehlers technical analysis indicators / Filters written in pure go, with links to original papers

go_timeseries_generator

Generate common timeseries using Go. Used mostly for testing filter functions or other technical analysis indicators

go_trade_aggregation

Convert trade data into candles using different advanced aggregation methods such as volume, time and more

gym-rs

OpenAI's Gym written in pure Rust for blazingly fast performance

lfest-rs

Leveraged Futures Exchange for Simulated Trading

penrose-personal

My linux desktop environment using custom penrose tiling window manager and mostly rust software

sliding_features-rs

Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.

time_series_generator-rs

Generate various time series, some randomly sampled, in pure rust.

trade_aggregation-rs

Aggregate trade data into user-defined candles using information driven rules

whittaker_smoother

A perfect smoother; A discrete time version of spline smoothing for equally spaced data

MathisWellmann/gym-rs

OpenAI's Gym written in pure Rust for blazingly fast performance

MathisWellmann/trade_aggregation-rs

Aggregate trade data into user-defined candles using information driven rules

MathisWellmann/lfest-rs

Leveraged Futures Exchange for Simulated Trading

MathisWellmann/sliding_features-rs

Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.

MathisWellmann/time_series_generator-rs

Generate various time series, some randomly sampled, in pure rust.

MathisWellmann/penrose-personal

My linux desktop environment using custom penrose tiling window manager and mostly rust software

MathisWellmann/nixos-config

NixOS configs for all my systems

MathisWellmann/const-decimal

Integer-backed decimals with constant precision

MathisWellmann/cudarc

Safe rust wrapper around CUDA toolkit

MathisWellmann/D-ratio

D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices

MathisWellmann/fpdec.rs

Fast implementation of Decimal fixed-point arithmetics

MathisWellmann/gource_all_repos

Create a `gource` visualization for all repos in a directory

MathisWellmann/MathisWellmann

MathisWellmann/nix-direnv

A fast, persistent use_nix/use_flake implementation for direnv [maintainer=@Mic92 / @bbenne10]

MathisWellmann/PTS

Python code and data for PTS model.

MathisWellmann/sonnerie

A simple timeseries database

MathisWellmann/binance-rs

Rust Library for the Binance API

MathisWellmann/creusot

Creusot but with a `flake.nix` for NixOS

MathisWellmann/creusot_test

just for debugging something

MathisWellmann/disruptor-rs

Low latency inter-thread communication library in Rust inspired by the LMAX Disruptor.

MathisWellmann/fcwt-rs

Rust implementation of fCWT fast continuous wavelet transforms

MathisWellmann/qmk_firmware

Open-source keyboard firmware for Atmel AVR and Arm USB families

MathisWellmann/questdb-rs

QuestDB connector for Rust

MathisWellmann/romu

A pseudo random number generator using the algorithm Romu for the programing language Rust.

MathisWellmann/round

This crate provides utilities to round your floats with precision from 1 to 10.

MathisWellmann/simd-euclidean

Calculation of euclidean distance between vectors with additional z-score normalization, with SIMD

MathisWellmann/tari

The Tari protocol

MathisWellmann/tensor-ops-benchmarks

MathisWellmann/Turbine

A low-latency, high-throughput inter-task communication library

MathisWellmann/unsure

Unsure Calculator