vermosen

Paris, France

Pinned Repositories

cfp
A C++ implementation of the Chen-Feng-Palomar model (2017) with python/R bindings
Language:C++1 0 00
dtccClient
a service/console solution to download and store OTC derivative data from dtcc to sql server and apache cassandra
Language:C++41
LiborModel
Market Model Calibration using QuantLib
Language:C++1 2 05
meta
a set of C++ metaprogramming ressources
Language:C++1 1 00
smoothy
a n-dim smoothing library
Language:C++0 1 01
spherical
elementary openGL win32 application
Language:C++20
thOth
thOth is an open-source high frequency trading library in C++
Language:C++30 3 029
tws11
a C++/python binding for tws API using C++ 11
Language:C++1 1 00
vbClassLibrary
a compact library in vb.net to handle Bloomberg and Reuters data feeds
Language:Visual Basic2 1 00
xlObjectTools
custom excel addin for fixed-income quantitative projects
Language:C++3 1 02

vermosen's Repositories

vermosen/spark-sbt-sql
a boilerplate project to connect to sql server through hive drivers
Language:XSLT1
vermosen/dtccClient
a service/console solution to download and store OTC derivative data from dtcc to sql server and apache cassandra
Language:C++41
vermosen/powerShell-Scripts
a bunch of ps scripts to manage my pc
Language:PowerShell
vermosen/latexDocuments
a bunch of latex short documents
Language:TeX
vermosen/vstoBinding
a sample project to test VSTO/VBA bindings
Language:C#1
vermosen/WotanCs
A C# framework for automated trading management
Language:C#
vermosen/daemon
Simple example of daemon for Linux
vermosen/quantlibSnippets
a pack of code snippets for the standard quantlib library
Language:C++
vermosen/testEigen
a benchmarking suite for the eigen library
Language:C++
vermosen/clientServerCSharp
a client server system written in C#
Language:C#
vermosen/dataLoaders
a bunch of script/services in C# to load data
Language:C#
vermosen/qlPython
QuantLib+Python snippets
Language:Python
vermosen/Wotanxx
a c++ variant of the Wotan project
Language:C++
vermosen/aletheia
work in progress...
Language:C++
vermosen/spark-snippet
spark example projects
Language:Scala
vermosen/spark-template
a boilerplate project for spark-2.0.0+scala-2.11.x+maven2eclipse+eclipse neon
Language:Scala
vermosen/aletheiaPy
python/postgresql manager for aletheia Db
Language:Python
vermosen/aletheiaCpp
time series analysis using mlPack in c++
Language:C++
vermosen/runtimeCs
a test project around runtime binding, reflexion, dynamics and various C# sweetnesses
Language:C#
vermosen/testWcf
basic test apps using wcf framework
Language:C#
vermosen/testWcf2
some more tests
Language:C#
vermosen/tradXX
work in progress...
Language:C++
vermosen/malFiPop
a "pop-pourrit" of machine learning procedures in c++ using eigen and soci bindings
Language:C++
vermosen/qlCppCli
a project using quantlib in q c++ cli environment
Language:C++
vermosen/quantlib_old
The QuantLib C++ library and extensions
Language:C++
vermosen/OdbcMfc
a short program to test sql server connection using MFC's ODBC
vermosen/laborStatistics
a small project to manage data from the bls website
Language:Python
vermosen/fixedIncomeBacktest
This project aims at creating a GUI, use quantlib to fit yield curve to market data and operate various studies
Language:Makefile
vermosen/thOth
thOth is an open-source high frequency trading library in C++
Language:C++3029
vermosen/thOthTestSuite
a test suite for the thOth project
Language:C++