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/trade_aggregation-rs

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

MathisWellmann/gym-rs

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

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/whittaker_smoother

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

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/reservoir_computer

Reservoir Computers on CPU

MathisWellmann/const-decimal

Integer-backed decimals with constant precision

MathisWellmann/cosyne

Cooperative Synapse Neuro Evolution in Rust

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/genevo

Execute genetic algorithm (GA) simulations in a customizable and extensible way.

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/awesome-quant-1

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

MathisWellmann/forust

A lightweight gradient boosted decision tree package.

MathisWellmann/liberland_node

MathisWellmann/petal-decomposition

Matrix decomposition algorithms including PCA (principal component analysis) and ICA (independent component analysis)

MathisWellmann/questdb-rs

QuestDB connector for Rust

MathisWellmann/rust-ordered-float

MathisWellmann/simd-euclidean

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

MathisWellmann/sonnerie

A simple timeseries database

MathisWellmann/substrate

Substrate: The platform for blockchain innovators

MathisWellmann/substrate-dex-node

Final assessment for the Polkadot Blockchain Academy

MathisWellmann/Turbine

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