abhaykamat/uthash
C macros for hash tables and more
Discovered public repositories for abhaykamat in the GitHub catalog.
C macros for hash tables and more
C code snippets and more
Implementation of BTree
Firebird git mirror
A multi-threaded quantitative finance library
Implementation of an AVL tree in Python
Legacy C++ code for quantitative finance
Bloomberg Open API module for node.js
C++ library collection of fundamental algorithms and methods commonly tested in coding and quantitative finance interviews.
Source code from "Programming with POSIX® Threads" book By David R. Butenhof
A research project on the structure of gradable adjectives based on corpus analysis
tibco ems
Public repository.
HornetQ, JBossMessaging, ActiveMQ, TIBCO EMS
Public repository.
TibcoRV-RabbitMQ Bridge
Palette to allow TIBCO Business Events FTP transfer between machines
All my Java stuff
RabbitMQ XMPP gateway
Playing with various algorithms
Framework for deploying applications using TIB/Hawk and Process management
Public repository.
TIBCO Samples
All my c++ work, almost
Some algorithms and codes
Scribe is a server for aggregating log data streamed in real time from a large number of servers. It is designed to be scalable, extensible without client-side modification, and robust to failure of the network or any specific machine.
Real time deformable face tracking in C++ with OpenCV 2.
QuantSoftwareToolkit
Quant Software Tool Kit
Report generation using ANTLR
Public repository.
Public repository.
Quantitative Finance exercises from Mark Joshi's textbooks
Simple emulation of some quantum computer basics
CMake build system for QuantLib
The QuantLib C++ library and extensions (<http://quantlib.org>)
json server to do some quant stuff
The Quantum Project is a Hardware, Software & Operating System Development Framework.
Public repository.
AdScientia.org
Open source platform for citizen journalists.
An isometric tile-engine based on PyGame
Integrating a Godunov/Riemann solver with Smoothed Particle Hydrodynamics for Aeronautical, Astronautical and Astrophysical CFD.
Quantlib
C++ code for arbitrary precision evaluation of the quantile function of the normal distribution
A C++ header library for handling dimensional-analysis of physical quantities at compile time. An attempt to recreate boost units
A few files to demonstrate some useful C++ features for integrating Schrödinger and master equations. These files use ublas (from Boost) and the odeint library, which is currently in the Boost sandbox.
the examples of using boost and quantlib
A very basic C++ trading engine based on QuickFIX Engine
Modelling stock behavior and finding effective strategy of trading