Starred repositories
mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal…
Fast summary statistics, histograms, and binning – ignoring NaNs
Relax! Flux is the ML library that doesn't make you tensor
A glue package for reading and writing tabular data. It aims to provide a uniform api for reading and writing tabular data from and to multiple sources.
Financial Information eXchange protocol implemented in Rust
ABIDES: Agent-Based Interactive Discrete Event Simulation
QuestDB is a high performance, open-source, time-series database
Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD
Basic implementation of Financial Information eXchange protocol in Julia
A JavaScript project that generates all the Earthbound/Mother 2 backgrounds.