mattpearson

Chicago, IL

Pinned Repositories

applied-deep-learning-resources
A collection of research articles, blog posts, slides and code snippets about deep learning in applied settings.
0 1 00
ARIMA-Tools
Tools in C++ to forecast time series using ARIMA models
Language:Shell0 1 00
bittrex-historical-data
Download historical data for Bittrex crypto market data
Language:Python3 5 03
books
some books
Language:Mathematica0 1 00
cereal
A C++11 library for serialization
Language:C++0 1 00
char-rnn
Multi-layer Recurrent Neural Networks (LSTM, GRU, RNN) for character-level language models in Torch
Language:Lua0 1 00
cme_mdp_decoder
CME MDP Example implementation
Language:C++8 2 04
etfanalytics
Fetch detailed ETF holdings data and analyze composition of ETF portfolios.
Language:Python16 2 07
GRUV
GRUV is a Python project for algorithmic music generation.
Language:Python3 1 01
OrderBook
C++ low-latency in-memory order book
Language:C++2 3 01

mattpearson's Repositories

mattpearson/applied-deep-learning-resources
A collection of research articles, blog posts, slides and code snippets about deep learning in applied settings.
0 1 00
mattpearson/books
some books
Language:Mathematica0 1 00
mattpearson/cuda
cuda examples + my projects
Language:C++2 0
mattpearson/examples
C++ samples: multithreading, sockets, I/O, algorithms
Language:Makefile2 0
mattpearson/fann
Official github repository for Fast Artificial Neural Network Library (FANN)
Language:C++2 0
mattpearson/folly
An open-source C++ library developed and used at Facebook.
Language:C++
mattpearson/gperftools
Main gperftools repository
Language:C++2 0
mattpearson/gsl
iMatix GSL code generator
Language:C2 0
mattpearson/High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Language:Python2 0
mattpearson/hiredis
Minimalistic C client for Redis >= 1.2
Language:C2 0
mattpearson/klib
A standalone and lightweight C library
Language:C
mattpearson/libpca-1.2.11
C++ principal component analysis library
Language:C++2 0
mattpearson/libpcap
the LIBpcap interface to various kernel packet capture mechanism
Language:C2 0
mattpearson/libtrading
Libtrading, an ultra low-latency trading connectivity library for C and C++.
Language:C2 0
mattpearson/libzmq
ØMQ libzmq core library -- development trunk
Language:C++2 0
mattpearson/lockfree-bench
Benchmarks for lockfree datastructures.
Language:C++2 0
mattpearson/mcreceive
multicast receiver
2 0
mattpearson/ML-KNearest-VXX
Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.
Language:Jupyter Notebook2 0
mattpearson/mnist-fann
A C program which uses libfann to train a simple MLP on MNIST
Language:Python2 0
mattpearson/mongo
The Mongo Database
Language:C++2 0
mattpearson/picojson
a header-file-only, JSON parser serializer in C++
Language:C++2 0
mattpearson/profit
A portable/generic/header-only CPU profiler (C++11)
Language:C++2 0
mattpearson/protobuf
Protocol Buffers - Google's data interchange format
Language:C++2 0
mattpearson/qt_tradingclient_1
C++ trading client with Qt gui
Language:C++2 0
mattpearson/scribe
Scribe is a server for aggregating log data streamed in real time from a large number of servers.
Language:C++2 0
mattpearson/sharedhashfile
Share Hash Tables Stored In Memory Mapped Files Between Arbitrary Processes & Threads
Language:C2 0
mattpearson/simple_dqn
Simple deep Q-learning agent.
Language:HTML2 0
mattpearson/test
test
Language:C2 0
mattpearson/tradelib
A Java framework for backtesting and trading
Language:Java2 0
mattpearson/twsapi
portable C++ API for Interactive Brokers TWS
Language:C++2 0