wegamekinglc

Data Expert and risk researcher @ Ubiquant

ubiquantShanghai

Pinned Repositories

alpha-mind
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Language:Jupyter Notebook228 23 273
Finance-Python
python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
Language:Python746 30 12129
portfolio-optimizer
A library for portfolio optimization algorithms with python interface.
Language:Python27 2 012
AlgoTrading
Algorithmic trading platform for multiple assets
Language:Jupyter Notebook36 13 237
dal.jax
derivatives pricing both with DAL and JAX
Language:Jupyter Notebook1 2 00
Derivatives-Algorithms-Lib
AAD enabled and scripting included derivatives modeling.
Language:C++20 4 17
formula_engine
Language:C++4 3 03
leveragedFundStrategy
Language:Python5 3 01
Softwares
instruction of the installation of most used software.
12 3 02
VisualPortfolio
Language:Python105 10 040

wegamekinglc's Repositories

wegamekinglc/Derivatives-Algorithms-Lib
AAD enabled and scripting included derivatives modeling.
Language:C++20 4 17
wegamekinglc/machinist2
Machinist is an automatic code generator by looking up mark-up blocks. Machinist2 is enhanced with Linux support.
Language:C++4 3 03
wegamekinglc/clad
clad -- automatic differentiation for C/C++
Language:C++1 1 0
wegamekinglc/coding_experience
1 2 0
wegamekinglc/dal.jax
derivatives pricing both with DAL and JAX
Language:Jupyter Notebook1 2 00
wegamekinglc/Engine
Open Source Risk Engine
Language:C++1 3 0
wegamekinglc/RustQuant
Rust library for quantitative finance.
Language:Rust1 1 0
wegamekinglc/AADC-Python
Language:Jupyter Notebook0 0
wegamekinglc/Adept-2
Combined array and automatic differentiation library in C++
Language:C++
wegamekinglc/arrow-cpp-examples
Language:Python2 0
wegamekinglc/awesome-polars
A curated list of Polars talks, tools, examples & articles. Contributions welcome !
2 0
wegamekinglc/boringssl
Language:C3 01
wegamekinglc/CoDiPack
Fast gradient evaluation in C++ based on Expression Templates.
Language:C++1 0
wegamekinglc/CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Language:C++2 0
wegamekinglc/DiffFusion.jl
High performance hybrid Monte Carlo simulation
Language:Julia1 0
wegamekinglc/fucking-algorithm
刷算法全靠套路，认准 labuladong 就够了！English version supported! Crack LeetCode, not only how, but also why.
Language:Markdown2 0
wegamekinglc/Loser-HomeWork
卢瑟们的作业展示，答案讲解，以及一些C++知识
Language:C++1 0
wegamekinglc/Miletus.jl
Writing financial contracts in Julia
Language:Julia2 0
wegamekinglc/Neural-PDE-Solver
1 0
wegamekinglc/PDEBench
PDEBench: An Extensive Benchmark for Scientific Machine Learning
Language:Python1 0
wegamekinglc/polars
Fast multi-threaded, hybrid-out-of-core DataFrame library in Rust | Python | Node.js
Language:Rust2 0
wegamekinglc/poseidon
Code for the paper "Poseidon: Efficient Foundation Models for PDEs"
Language:Python0 0
wegamekinglc/prefect
The easiest way to automate your data
Language:Python2 0
wegamekinglc/programming_rust
Language:Rust
wegamekinglc/py-pde
Python package for solving partial differential equations using finite differences.
Language:Python2 0
wegamekinglc/pyprobml
Python code for "Machine learning: a probabilistic perspective" (2nd edition)
Language:Jupyter Notebook2 0
wegamekinglc/QuantLib-1
The QuantLib C++ library
Language:C++3 0
wegamekinglc/QuantResearch
Quant Research
Language:HTML2 0
wegamekinglc/wegamekinglc
3 0
wegamekinglc/XAD
A fast and comprehensive C++ library for automatic differentiation
Language:C++2 0