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Jane Street, Goldman Sachs, JP Morgan, BlackRock, Hudson River Trading, Two Sigma, D.E. Shaw.
The most expensive engineering teams in the world released their financial tools on GitHub. Here are 7 repos, one from each.
1. Jane Street, janestreet/magic-trace
github.com/janestreet/mag…
5.3k stars. Process tracer powered by Intel PT. When your profiler is blind, magic-trace sees every CPU instruction.
2. Goldman Sachs, goldmansachs/gs-quant
github.com/goldmansachs/g…
Derivative pricing the GS traders use at their desks. MIT licensed.
3. JP Morgan, finos/perspective
github.com/finos/perspect…
What JPM traders use to watch markets in real time. A $24k/year terminal, for free.
4. BlackRock, blackrock/lcso
github.com/blackrock/lcso
Rust optimizer for portfolio problems. Where scipy gives up, this works.
5. Hudson River Trading, hudson-trading/corral
github.com/hudson-trading…
Structured concurrency for C++20. The foundation of HFT infrastructure at one of the largest U.S. trading firms.
6. Two Sigma, twosigma/flint github.com/twosigma/flint
Time-series joins on Apache Spark with temporal tolerance. Built for billions of ticks.
7. D.E. Shaw, deshaw/pyflyby github.com/deshaw/pyflyby
Auto-import for IPython and Jupyter. D.E. Shaw also funded the development of IPython itself.
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