sharpe5
Have been enjoying programming for over 20 years. Experienced in Python, C#, C/C++ KDB, SQL, etc on both Linux and Windows. Currently working in finance.
London
Pinned Repositories
amazonaccess
Amazon Employee Access Challenge
arctic
High performance datastore for time series and tick data
aspnet-voteservice
Windows Containers for Docker Voting App
AsyncEx
A helper library for async/await.
AsyncIO
BashOnWindows
Issues found within and using Bash on Ubuntu on Windows
joint-vae
Pytorch implementation of JointVAE, a framework for disentangling continuous and discrete factors of variation :star2:
machine-learning-asset-management
Machine Learning in Asset Management
sharpe5's Repositories
sharpe5/arctic
High performance datastore for time series and tick data
sharpe5/BashOnWindows
Issues found within and using Bash on Ubuntu on Windows
sharpe5/code4arena-contest
sharpe5/conan-vs-extension
Conan Extension for Visual Studio
sharpe5/CoST
PyTorch code for CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting (ICLR 2022)
sharpe5/docker-openssh-server
sharpe5/docs
Documentation of Clockwork concepts and tooling.
sharpe5/embedPy
Allows the kdb+ interpreter to call Python functions
sharpe5/ETDataset
The Electricity Transformer dataset is collected to support the further investigation on the long sequence forecasting problem.
sharpe5/Ethena_API_Examples
sharpe5/fracdiff
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
sharpe5/fractional-differentiation-time-series
As described in Advances of Machine Learning by Marcos Prado.
sharpe5/kdb
Companion files to kdb+ and q
sharpe5/keras
Deep Learning for humans
sharpe5/keras-swa
Simple stochastic weight averaging callback for Keras
sharpe5/mamba
sharpe5/numpy_ext
An extension library for NumPy that implements common array operations not present in NumPy
sharpe5/odeint-v2
odeint - solving ordinary differential equations in c++ v2
sharpe5/pandoc-latex-template
A pandoc LaTeX template to convert markdown files to PDF or LaTeX.
sharpe5/passivedns
A network sniffer that logs all DNS server replies for use in a passive DNS setup
sharpe5/puncc
👋 Puncc is a python library for predictive uncertainty quantification using conformal prediction.
sharpe5/PunccExperiments
Code for paper "PUNCC: a Python Library for Predictive UncertaintyCalibration and Conformalization".
sharpe5/rust-for-dotnet-devs
Rust for C#/.NET Developers
sharpe5/scylla
NoSQL data store using the seastar framework, compatible with Apache Cassandra
sharpe5/Sharpness-Aware-Minimization-TensorFlow
Implements sharpness-aware minimization (https://arxiv.org/abs/2010.01412) in TensorFlow 2.
sharpe5/SMAC3
Sequential Model-based Algorithm Configuration
sharpe5/Software
This repository mainly focuses some of my free lancing stuff.
sharpe5/ts2vec
A universal time series representation learning framework
sharpe5/wireguard-install
WireGuard road warrior installer for Ubuntu, Debian, AlmaLinux, Rocky Linux, CentOS and Fedora
sharpe5/yfinance
Yahoo! Finance market data downloader (+faster Pandas Datareader)