Asynchronous Low Latency C++ Logging Library

A fast JSON serializing & deserializing library, accelerated by SIMD.

7-Zip with support for Brotli, Fast-LZMA2, Lizard, LZ4, LZ5 and Zstandard

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow

WonderTrader——量化研发交易一站式框架

A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning …

量化研究-券商金工研报复现

Code for Machine Learning for Algorithmic Trading, 2nd edition.

Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more

automatic differentiation made easier for C++

各种因子和量化技术的实现与研究，例如Alpha191

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoo…

Efficiently computes derivatives of numpy code.

alpha101, alpha191, alphalens, backtrader, 量化研究

根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现

Zakamouline optimal delta hedging strategy python implementation.

Tensors and Dynamic neural networks in Python with strong GPU acceleration

MSVC's implementation of the C++ Standard Library.

Jittor is a high-performance deep learning framework based on JIT compiling and meta-operators.

Multi-platform high performance deep learning inference engine (飞桨多端多平台高性能深度学习推理引擎）

Automated Machine Learning with scikit-learn

PArallel Distributed Deep LEarning: Machine Learning Framework from Industrial Practice （『飞桨』核心框架，深度学习&机器学习高性能单机、分布式训练和跨平台部署）

An Open Source Machine Learning Framework for Everyone

Best Practices on Recommendation Systems

Statsmodels: statistical modeling and econometrics in Python

NoSQL data store using the seastar framework, compatible with Apache Cassandra

A large scale non-linear optimization library

Microsoft Cognitive Toolkit (CNTK), an open source deep-learning toolkit