Starred repositories
Implementation of async observable/observer (Reactive Programming) in C++ with care about performance and templates in mind in ReactiveX approach
Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Sc…
Code for "SPSC Lock-free, Wait-free Fifo from the Ground Up" presentation at CPPCON 2023
C++ implementation of the Python Numpy library
Production-ready C++ Asynchronous Framework with rich functionality
High performance, concurrent functional programming abstractions
A collection of modern C++ libraries, include coro_http, coro_rpc, compile-time reflection, struct_pack, struct_json, struct_xml, struct_pb, easylog, async_simple etc.
Cista is a simple, high-performance, zero-copy C++ serialization & reflection library.
Extremely fast, in memory, JSON and reflection library for modern C++
A curated list of Polars talks, tools, examples & articles. Contributions welcome !
Polars extension for general data science use cases
🦀 event stream processing for developers to collect and transform data in motion to power responsive data intensive applications.
High-performance, low-footprint SQL database written in C++. Process millions of rows per second from Kafka/Pulsar, Iceberg, or ClickHouse, and seamlessly write results back. Supports powerful feat…
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Details on how to get Binance public data
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
A high-performance algorithmic trading platform and event-driven backtester
codegen from expression to others, such as polars, pandas