Approximate percentiles with t-digests
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Written by Tim Boudreau, Open Source Software Engineer, G-Research Marc Andreessen famously quipped that “software is eating the world,” but it’s becoming increasingly apparent that it’s actually open source software that’s eating the world. And people, as well as the companies they work for, are working to make the adjustment, accommodating new ways of writing […]
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Each month, we provide up to £2,000 in grant money to early career researchers in quantitative disciplines. Our aim is to support and assist PhD students and postdocs conducting research, particularly with costs that may be difficult to get funding for elsewhere, for example, travel for those who are caring for children, or expenses for […]
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The increasing size and training time of neural network models has lead to increasing reliance on specialised hardware. GPUs are one of many high throughput devices designed to perform massively parallel operations such as large matrix multiplications which form the backbone of machine learning. Despite the high cost, GPU training is significantly faster than CPU […]
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Last month, Wes McKinney, creator (and benevolent dictator for life) of the Python Pandas project did a talk covering his work on Apache Arrow, an open source, multi-language developer framework for accelerating tabular data access and in-memory processing. Guillaume Rame, a Software Engineer at G-Research, gives us an insight into the value of the talk […]
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Written by Marcin Krystianc, Open Source Software Developer In this post, we would like to present a NuGet feature called Static Graph. Implemented last year, Static Graph is not yet very popular, and is still considered experimental. Nonetheless, this feature really is worth trying out as it can noticeably improve the restore time. Benchmark To […]
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Press Release G-Research today announced it has joined the Pyth network and will initially be contributing equities price data onto the platform. Pyth is a sophisticated oracle solution helping to support DeFi applications and other on-chain protocols that require access to top quality price information. Chris Goddard, CTO of G-Research, explained: “Given the opportunity that […]
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On Wednesday 16th March, G-Research will be in Prague to host an algorithmic finance Case Study. Our Case Studies aren’t the typical company presentation, instead they take the form of an algorithmic trading game, designed to give insight into the world of quantitative finance. You will need to bring a fully charged laptop – as […]
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Written by Deborah Ong, Developer Relations Engineer at G-Research Open Source Software The COVID-19 pandemic forced me to make several changes in my life. I was very fortunate to personally avoid any major health problems and so did my immediate circle of family and friends, who also came through relatively unscathed, but I did lose […]
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On Thursday 24th February, G-Research will host its first Case Study of 2022 in Paris. Our Case Studies aren’t the typical company presentation, instead they take the form of an algorithmic trading game, designed to give insight into the world of quantitative finance. In Paris, our simulation will be based on continuous blackjack and you […]
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