Sebastian Freundt

dateutils. nifty command line date and time utilities; fast date calculations and conversion in the shell

yuck. Your Umbrella Command Kit, a bog-standard command line option parser for C with all the knickknackery and whatnots.

xls2txt. command line tool to convert excel xls files to csv

clob. Simple limit order book and matching engine.

sample. Produce a sample of lines from files.

echse. A cron daemon on RFC 5545 (ical) files.

cattle. corporate action tools, e.g. to forward/backward adjust timeseries on the command line

clitoris. command-line interface testing on regular input syntax

uterus. universal tick encoder library to efficiently transport huge amounts of tick data

finner. financial NER, like apache-opennlp but actually working

sxemacs. SXEmacs editor

unserding. framework for ad-hoc networks for financial applications

rotz. Rolf's Orphaned Tagging Zythepsary

truffle. a tool to roll over futures contracts

numchk. Like file(1) but for numbers

glod. Grokking lots of data

drbang. deep restricted boltzmann arrays on the command line

twsgluum. glue between IB's tws and unsermarkt

coins. Tick data snarfers and converters for various bitcoin exchanges.

gandalf. serve time series from rolled-out text data, part of the army of unserding services

books. Handling limit order books.

unsermarkt. gluing unserding beef traffic and the real world

unserlob. Simulated trading venue (marketplace) to research maker and taker algorithms.

tits. Tools for Irregular Time Series

libttl. no-frills turtle/trig/ntriples/nquads parser library

phashist. Perfect hash table generator, like gperf but slightly different.

sex. simulating executions

durst. tool to rebalance portfolios (of financial securities)

libmddl. Market Data Definition Language, C library based on libxml2

umpf. unsermarkt portfolio daemon, part of the army of unserding services

cordubla. core dumper bla bla bla

pimmel. stateless ad-hoc message propagation using multicast as transport and zmtp as wire protocol

dtcl. data.table on the command-line

ttt. tick-by-tick trading tools

thh. trading hours and holidays, or how to track rule-based recurring and one-off events efficiently

suxt. Some useful XML titbits

mutti. multi-temporal tracking of information

coinbase. websocket data scraper for coinbase

hroptatyr.github.io. my github page

rdfsnips. Some useful tools to process (turtle) RDF files

spread. financial spread modelling and predicting

strerror. strerror(3) as strerror(1)

libfixc. a simple fix<->fixml<->memory converter