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1. PartitionSolvers PartitionSolvers Public

   SWIG bindings for best subset, best partition solvers, multiple flavors, multiple objectives

   Python 1

2. Implied_Price_Engine_All Implied_Price_Engine_All Public

   Implied Price Engine project, all source.

   C++

3. RVAE RVAE Public

   RVAE Theano, Pytorch implementation

   Python

4. Trading_Cost Trading_Cost Public

   Simple transaction cost model calibrated with fintech proprietary broker data set.

   Python 4 2

5. MultiBoost MultiBoost Public

   Recursive multiscale boosting algorithm with bells and whistles.

   C++

6. HFT_Challenge_1 HFT_Challenge_1 Public

   TCP/IP socket connection to test server; test of session communication protocol.

   C++