LiuAlgoTrader is a scalable, multi-process ML-ready framework for effective algorithmic trading. The framework simplify development, testing, deployment, analysis and training algo trading strategies. The framework automatically analyzes trading sessions, and the analysis may be used to train predictive models.
monolish is a linear equation solver library that monolithically fuses variable data type, matrix structures, matrix data format, vendor specific data transfer APIs, and vendor specific numerical algebra libraries.
scikit-fem is a lightweight Python 3.7+ library for performing finite element assembly. Its main purpose is the transformation of bilinear forms into sparse matrices and linear forms into vectors.
Meerkat makes it easier for ML practitioners to interact with high-dimensional, multi-modal data. It provides simple abstractions for data inspection, model evaluation and model training supported by efficient and robust IO under the hood.