awesome-quant
cupy
awesome-quant | cupy | |
---|---|---|
18 | 21 | |
16,056 | 7,787 | |
- | 1.2% | |
8.8 | 9.9 | |
1 day ago | 3 days ago | |
Python | Python | |
- | MIT License |
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awesome-quant
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RustQuant: A Library for Quantitative Finance
No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonfreitas/awesome-quant
Using rust to do exploratory analysis in python seems like a misguided idea. But using rust to productize models that have performance and accuracy sensitivities, the things that C/C++ is still used for, indeed sounds like a good idea.
Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust.
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Open Source Projects
This is a good list https://github.com/wilsonfreitas/awesome-quant
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Iām not a Quant, but a Headhunter - ask me anything
also, what are the best quanty python packages that you like to see an applicant use? there are so many. https://github.com/wilsonfreitas/awesome-quant
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Why building profitable trading bot is hard?
If the financial analyst does not have a (possibly piecewise) software function to at least test with backtesting and paper trading, do they even have an objective relative performance statistic? Your notebook or better should also model fees and have a parametrizable initial balance.
Here's the awesome-quant link directory: https://github.com/wilsonfreitas/awesome-quant
- For Traders Who Want To Be Quants
- A curated list of libraries, packages and resources for Quants
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Hacker News top posts: Feb 22, 2022
A curated list of libraries, packages and resources for Quants\ (0 comments)
cupy
- CuPy: NumPy and SciPy for GPU
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Keras 3.0
I did not expect anything interesting, but this is actually cool.
> A full implementation of the NumPy API. Not something "NumPy-like" ā just literally the NumPy API, with the same functions and the same arguments.
I suppose it's like https://cupy.dev/
- Progress on No-GIL CPython
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Fedora 40 Eyes Dropping Gnome X11 Session Support
What was the difference in runtime performance, and did you try CuPy?
https://github.com/cupy/cupy :
> CuPy is a NumPy/SciPy-compatible array library for GPU-accelerated computing with Python. CuPy acts as a drop-in replacement to run existing NumPy/SciPy code on NVIDIA CUDA or AMD ROCm platforms.
Projects using CuPy:
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How does one optimize their functions?
It's more effort though. You will likely have to format your data in specific ways for the GPU to efficiently process it. I've done this kind of thing with PyTorch tensors, but there are also math-specific libraries like CuPy. If you only have millions, Numpy should be fine.
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Speed Up Your Physics Simulations (250x Faster Than NumPy) Using PyTorch. Episode 1: The Boltzmann Distribution
I'd also recommend checking out CuPy which aims to fully re-implement the Numpy api for CUDA GPUs, while taking advantage of Nvidia's specialized libraries like cuBLAS, cuRAND, cuSOLVER etc. The tradeoff being that it only works with Nvidia GPUs.
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ELI5: Why doesn't numpy work on GPUs?
u/Spataner's answer is great. If you WANT GPU-enabled numpy functions, I would check out CuPy: https://cupy.dev/
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Help!!! Training neural net in vs code
Not sure how VS Code is relevant here as it's just you IDE, shouldn't have any influence on this. Now, seeing as you're using numpy (which has no gpu support), you could try and use something like CuPy in place of numpy. I'm not sure about the interoperability because I've never used this myself, but if you're lucky it could be as simple as just replacing all numpy calls with the same CuPy calls (or replacing all import numpy as np with import cupy as np ).
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What's the best thing/library you learned this year ?
Cupy replicates the numpy and scipy APIs but runs on the GPU.
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Making Python fast for free ā adventures with mypyc
For that, you can use cupy[0], PyTorch[1] or Tensorflow[2]. They all mimic the numpy's API with the possibility to use your GPU.
[0] https://cupy.dev/
What are some alternatives?
qlib - Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
cunumeric - An Aspiring Drop-In Replacement for NumPy at Scale
backtrader - Python Backtesting library for trading strategies
Numba - NumPy aware dynamic Python compiler using LLVM
uniswap-sushiswap-arbitrage-bot - Two bots written in JS that uses flashswaps and normal swaps to arbitrage Uniswap. Includes an automated demostration.
scikit-cuda - Python interface to GPU-powered libraries
CUDA.jl - CUDA programming in Julia.
TensorFlow-object-detection-tutorial - The purpose of this tutorial is to learn how to install and prepare TensorFlow framework to train your own convolutional neural network object detection classifier for multiple objects, starting from scratch
awesome-discord-communities - A curated list of awesome Discord communities for programmers
bottleneck - Fast NumPy array functions written in C
Gekko-Strategies - Strategies to Gekko trading bot with backtests results and some useful tools.
dpnp - Data Parallel Extension for NumPy