Pinned Repositories
airflow
Apache Airflow - A platform to programmatically author, schedule, and monitor workflows
Bitfinex.jl
Wrapper for the Bitfinex REST API in Julia.
coinbase-pro
Coinbase Pro API client in Nim.
DiscreteChoice.jl
Discrete choice modeling and estimation in Julia.
ift3515
Optimisation non linéaire.
kraken
Kraken API client in Nim.
OptionsPricing.jl
Pricing models for vanilla options in Julia.
quantnet
A PyTorch implementation of QuantNet: Transferring Learning Across Systematic Trading Strategies.
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
julia
The Julia Programming Language
brilhana's Repositories
brilhana/quantnet
A PyTorch implementation of QuantNet: Transferring Learning Across Systematic Trading Strategies.
brilhana/DiscreteChoice.jl
Discrete choice modeling and estimation in Julia.
brilhana/OptionsPricing.jl
Pricing models for vanilla options in Julia.
brilhana/Bitfinex.jl
Wrapper for the Bitfinex REST API in Julia.
brilhana/quant
Quantitative trading.
brilhana/QuantEcon.jl
Julia implementation of QuantEcon routines
brilhana/coinbase-pro
Coinbase Pro API client in Nim.
brilhana/kraken
Kraken API client in Nim.
brilhana/airflow
Apache Airflow
brilhana/benchmarks
Performance benchmarks.
brilhana/brilhana
README.
brilhana/brilhana.github.io
Personal page.
brilhana/Convex.jl
A Julia package for disciplined convex programming
brilhana/Cryptowatch.jl
Wrapper for the Cryptowatch REST API in Julia.
brilhana/FIX.jl
A basic implementation of the Financial Information eXchange protocol in Julia.
brilhana/fsharpinance
Assorted financial models in F#.
brilhana/InterestRates.jl
Interest rates calculation, indexing and term structures.
brilhana/julia
The Julia Language: A fresh approach to technical computing.
brilhana/julialang.github.com
Julia Project web site
brilhana/Kafka.jl
Client for Apache Kafka in Julia
brilhana/Kalman.jl
Flexible filtering and smoothing in Julia
brilhana/MathOptInterface.jl
An abstraction layer for mathematical optimization solvers.
brilhana/numpy
The fundamental package for scientific computing with Python.
brilhana/OptionsPricing.cpp
Pricing models for vanilla options in C++.
brilhana/OrderBook.jl
brilhana/pytorch
Tensors and Dynamic neural networks in Python with strong GPU acceleration
brilhana/Quandl.jl
Julia api to Quandl open source financial, economic and social datasets
brilhana/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
brilhana/TimeModels.jl
Modeling time series in Julia
brilhana/TradingLogic.jl
Backtesting and trading with Julia reactive programming.