talanton
TalTech operates remotely and focuses on providing cost-effective quantitative solutions through the use of open source libraries
Talanton TechnologiesDubai / Mumbai
Pinned Repositories
ad-handbook
Automatic Differentiation Handbook
autodiff
automatic differentiation made easier for C++
casadi
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.
cmdstan
CmdStan, the command line interface to Stan
developers.italia.it
The developer community designing and developing public digital services in Italy
DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over OpenDDS
fixpp
FIX library generated with C++ PreProcessor to be used in latency sensitive context.
hpx
The C++ Standard Library for Parallelism and Concurrency
isda_cds_model_c_v1.8.3_mvs2022
ITCH
Nasdaq Order Book Reconstructor
talanton's Repositories
talanton/ad-handbook
Automatic Differentiation Handbook
talanton/autodiff
automatic differentiation made easier for C++
talanton/casadi
CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.
talanton/cmdstan
CmdStan, the command line interface to Stan
talanton/developers.italia.it
The developer community designing and developing public digital services in Italy
talanton/DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over OpenDDS
talanton/fixpp
FIX library generated with C++ PreProcessor to be used in latency sensitive context.
talanton/hpx
The C++ Standard Library for Parallelism and Concurrency
talanton/isda_cds_model_c_v1.8.3_mvs2022
talanton/ITCH
Nasdaq Order Book Reconstructor
talanton/liquibook
Modern C++ order matching engine
talanton/math
The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
talanton/openapipp
Modern C++ 20 compile time OpenAPI parser and code generator implementation
talanton/ozark
talanton/qldds
QLDDS - Data Distribution Service for QuantLib
talanton/Quansight-website
💻 Source code for Quansight Consulting and Labs websites
talanton/tailriskpandemic
Replicating Tail Risk of Contagious Diseases by Cirillo and Taleb
talanton/tapescript
Scalar and vector adjoint algorithmic differentiation (AAD)
talanton/Werk
High-throughput / low-latency C++ application framework
talanton/XAD
Fast automatic differentiation in C++