infiniteboom

Pinned Repositories

AI_forex_fisichella_garolla
Language:MQL500
alpa
Training and serving large-scale neural networks with auto parallelization.
Language:Python00
alpha_tech_tracker
track and notifystock chart reversal pattern
Language:Python00
Computer-Science-Textbooks
Collect some CS textbooks for learning.
00
cuda-samples
Samples for CUDA Developers which demonstrates features in CUDA Toolkit
Language:C00
cuda_hgemm
Several optimization methods of half-precision general matrix multiplication (HGEMM) using tensor core with WMMA API and MMA PTX instruction.
Language:Cuda00
entityx
EntityX - A fast, type-safe C++ Entity-Component system
Language:C++00
Falcor
Real-Time Rendering Framework
Language:C++00
financial-machine-learning
A curated list of practical financial machine learning tools and applications.
Language:Python00
FinMathematics
Books
Language:Mathematica00

infiniteboom's Repositories

infiniteboom/AI_forex_fisichella_garolla
Language:MQL500
infiniteboom/alpa
Training and serving large-scale neural networks with auto parallelization.
Language:Python00
infiniteboom/alpha_tech_tracker
track and notifystock chart reversal pattern
Language:Python00
infiniteboom/Computer-Science-Textbooks
Collect some CS textbooks for learning.
00
infiniteboom/cuda-samples
Samples for CUDA Developers which demonstrates features in CUDA Toolkit
Language:C00
infiniteboom/cuda_hgemm
Several optimization methods of half-precision general matrix multiplication (HGEMM) using tensor core with WMMA API and MMA PTX instruction.
Language:Cuda00
infiniteboom/entityx
EntityX - A fast, type-safe C++ Entity-Component system
Language:C++00
infiniteboom/Falcor
Real-Time Rendering Framework
Language:C++00
infiniteboom/financial-machine-learning
A curated list of practical financial machine learning tools and applications.
Language:Python00
infiniteboom/goldman-sachs-quantitative-strategies-research-notes
Goldman Sachs - Quantitative Strategies Research Notes
infiniteboom/gs-quantitative-strategies-research-notes
Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
infiniteboom/json-tutorial
从零开始的 JSON 库教程
infiniteboom/kajiya
💡 Experimental real-time global illumination renderer 🦀
infiniteboom/light2d
Light rendering in 2D
infiniteboom/llama
Inference code for LLaMA models
infiniteboom/llvm-tutor
A collection of out-of-tree LLVM passes for teaching and learning
infiniteboom/LLVM_for_cpu0
This is a tutorial to learn LLVM, I realize a backend to compiler machine code for cpu0 which is a simple RISC cpu.
infiniteboom/mlc-zh
infiniteboom/NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
infiniteboom/optionlab
A Python library for evaluating option trading strategies.
infiniteboom/osqp
The Operator Splitting QP Solver
infiniteboom/Piccolo
Piccolo (formerly Pilot) – mini game engine for games104
infiniteboom/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
infiniteboom/QuantLib
The QuantLib C++ library
infiniteboom/renderer
A shader-based software renderer written from scratch in C89
infiniteboom/RenderHelp
:zap: 可编程渲染管线实现，帮助初学者学习渲染
infiniteboom/sktime
A unified framework for machine learning with time series
infiniteboom/slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
infiniteboom/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
infiniteboom/Time-Series-Momentum-Study
A formal study of TSM strategies over futures data.