From a7a7c27ecdaa76ee649095ea88c4d5b2625d8ab6 Mon Sep 17 00:00:00 2001 From: Zhe Wang Date: Sat, 1 Jul 2023 11:17:59 +0100 Subject: [PATCH] add performance boosters library --- Readme.md | 21 ++++++++++++++------- 1 file changed, 14 insertions(+), 7 deletions(-) diff --git a/Readme.md b/Readme.md index 25cd654..870fd9d 100644 --- a/Readme.md +++ b/Readme.md @@ -54,6 +54,7 @@ And I count crypto as whole new category: [>> Click ME to Systematic Crypto](cry - [Basic libraries](#basic-libraries) - [Fundamental libraries](#fundamental-libraries) - [Computation Graph](#computation-graph) + - [Performance Booster](#performance-booster) - [Alternative libraries](#alternative-libraries) - [Numpy Alternatives](#numpy-alternatives) - [Pandas Alternatives](#pandas-alternatives) @@ -149,12 +150,12 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ### Alpha - [Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD](https://github.com/je-suis-tm/quant-trading#15-vix-calculator) -- [analyzingalpha](https://github.com/leosmigel/analyzingalpha) +- [analyzingalpha](https://github.com/leosmigel/analyzingalpha) - [ThetaGang](https://github.com/brndnmtthws/thetagang) - ThetaGang is an IBKR bot for collecting money - https://www.reddit.com/r/options/comments/a36k4j/the_wheel_aka_triple_income_strategy_explained/ - [PyTrendFollow](https://github.com/chrism2671/PyTrendFollow) | `Python` | - PyTrendFollow - systematic futures trading using trend following - [czsc - 缠中说禅技术分析工具](https://github.com/waditu/czsc) | `Python` | - 缠中说禅技术分析工具；缠论；股票；期货；Quant；量化交易 -- [volest](https://github.com/jasonstrimpel/volatility-trading) || - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading +- [volest](https://github.com/jasonstrimpel/volatility-trading) | `Python` | - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading - [quant-trading](https://github.com/je-suis-tm/quant-trading) | `Python` | - Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD - [一个中文策略合集](https://github.com/fmzquant/strategies) | `Python` | - [一个实盘的股票趋势策略](https://github.com/BigBrotherTrade/trader) | `Python` | - @@ -175,10 +176,10 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ### Fundamental libraries -- [Cvxpy](https://github.com/cvxpy/cvxpy) | `Python`, `C++` | - A Python-embedded modeling language for convex optimization problems. -- [Numpy](https://github.com/numpy/numpy) | `Python`, `C` | - The fundamental package for scientific computing with Python +- [Cvxpy](https://github.com/cvxpy/cvxpy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cvxpy/cvxpy/master) | `Python`, `C++` | - A Python-embedded modeling language for convex optimization problems. +- [Numpy](https://github.com/numpy/numpy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/numpy/numpy/main)| `Python`, `C` | - The fundamental package for scientific computing with Python +- [Pandas](https://github.com/pandas-dev/pandas) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pandas-dev/pandas/main) | `Python`, `Cython` | - Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more - [Scipy](https://github.com/scipy/scipy) | `Python`, `C` | - Fundamental algorithms for scientific computing in Python -- [Pandas](https://github.com/pandas-dev/pandas) | `Python`, `Cython` | - Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more - [Sikit-learn](https://github.com/scikit-learn/scikit-learn) | `Python`, `Cython` | - Machine learning in Python - [Keras](https://github.com/keras-team/keras) | `Python` | - The most user friendly Deep Learning for humans in Python - [TensorFlow](https://github.com/tensorflow/tensorflow) | `Python`, `C++` | - More low level Deep Learning framework @@ -187,8 +188,8 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ### Computation Graph -- [Dask](https://github.com/dask/dask) | `Python` | - Parallel computing with task scheduling in Python with a Pandas like API -- [Ray](https://github.com/ray-project/ray) | `Python`, `C++` | - An open source framework that provides a simple, universal API for building distributed applications. +- [Ray](https://github.com/ray-project/ray) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/ray-project/ray/master) | `Python`, `C++` | - An open source framework that provides a simple, universal API for building distributed applications. +- [Dask](https://github.com/dask/dask) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dask/dask/main) | `Python` | - Parallel computing with task scheduling in Python with a Pandas like API - [Incremental (JaneStreet)](https://github.com/janestreet/incremental) | `Ocaml` | - Incremental is a library that gives you a way of building complex computations that can update efficiently in response to their inputs changing, inspired by the work of Umut Acar et. al. on self-adjusting computations. Incremental can be useful in a number of applications - [GraphKit](https://github.com/yahoo/graphkit) | `Python` | - A lightweight Python module for creating and running ordered graphs of computations. - [Man MDF](https://github.com/man-group/mdf) | `Python` | - Data-flow programming toolkit for Python @@ -198,6 +199,12 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a - [Anchors - C++](https://github.com/oluwatimilehin/anchors) | `C++` | - C++ library for incremental computing - [Anchors - Rust](https://github.com/lord/anchors) | `Rust` | - self adjusting computations in rust +### Performance Booster + +- [cython](https://github.com/cython/cython) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cython/cython/master) | `C` | - Cython is a Python compiler that makes writing C extensions for Python as easy as Python itself. Cython is based on Pyrex, but supports more cutting edge functionality and optimizations. +- [numba](https://github.com/numba/numba) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/numba/numba/main) - NumPy aware dynamic Python compiler using LLVM +- [pyo3](https://github.com/PyO3/pyo3) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/numba/numba/main) - Rust bindings for the Python interpreter + ### Alternative libraries #### Numpy Alternatives