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derivatives

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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.

  • Updated Aug 4, 2021
  • C++
domokane
domokane commented Jun 13, 2021

The new pep8 compliant branch of this project urgently needs unit tests.

There are already many tests under the golden folder.

What needs to be done is for someone to migrate tests from golden to units test format. A single test for each function would be a good start. There is already a test example that you can use as a guide.

Let me know if you need more information.

synthetix

A multi-asset, multi-strategy, event-driven trade execution and management platform for running many algorithms/bots at many venues simultaneously with unified risk management and reporting. Uses MongoDB for storage and Telegram for user notifications/trade consent.

  • Updated Mar 9, 2021
  • Python

The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain and visually displays the trend in various indicators useful for Technical Analysis

  • Updated Jun 19, 2021
  • Python
notebooks

Implement, demonstrate, reproduce and extend the results of the article 'Differential Machine Learning' (Huge & Savine, 2020), and cover implementation details left out of the working paper

  • Updated Aug 2, 2021
  • Jupyter Notebook

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