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Armada: the decision to Open Source
  • 05 Oct 2021

We made the decision to open-source the Armada Project before we wrote a single line of code. This was a completely new choice for G-Research. We have made a few projects public and open-source over the years (ParquetSharp, and geras, for example), but we had always started the project internally and moved it into the […]

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NeurIPS 2020 Paper Review
  • 02 Oct 2021

We were proud to be platinum sponsors of the 2020 Conference on Neural Information Processing Systems, or NeurIPS, in December. Following the conference, we asked some of our quantitative researchers to share the papers and research from the event that they found most interesting. Here’s what they came back with: Samuel M – Quantitative Researcher […]

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Announcing our August Grant Winner
  • 13 Sep 2021

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 (e.g. travel for those who are caring for children, or expenses for volunteer […]

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Our July Grant Winner
  • 25 Aug 2021

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 (e.g. travel for those who are caring for children, or expenses for volunteer […]

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We, the Merry Maintainers – Aerospike Vault Plugin
  • 16 Aug 2021

Written by Alex Scammon, Head of Open Source Development Being a modern, responsible, software-defined citizen can mean making the lives of those around you easier and better. It can mean making subtle improvements that make things run more smoothly, consume fewer compute resources or take less time. Improvements can be subtle or profound, but they […]

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NLP in Quant Finance 2021
  • 11 Aug 2021

  At G-Research, we predict the future in financial markets. One way we do this is through Natural Language Processing. Every day a huge volume of financially relevant text is published: news headlines, social media posts, press releases, industry research, regulatory filings. Some information moves markets immediately, other information diffuses more slowly. Identifying the significant […]

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Working with TensorFlow’s TensorBoard tool
  • 10 Aug 2021

Author: Ranjeev Menon, Quant Platform Software Engineer at G-Research What is TensorBoard? TensorBoard, developed by the Google Brain team, is an application which visualises the various metrics output from TensorFlow, known as summaries. During the training cycle of a neural network, a researcher might want to visualise how the loss function varies with each iteration. […]

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Adding a layer of more explicit typings on top of third party library interfaces
  • 06 Aug 2021

Written by Stephen Cooper, a Developer at G-Research You may have noticed that the typing provided by third party libraries often feels very loose. This should not come as a surprise; to maintain flexibility for all users it is not always possible to provide stricter typings. However, there is nothing to stop us, within our […]

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Centrally Managing NuGet package versions (CPVM)
  • 23 Jul 2021

Written by Marcin Krystianc, Open Source Software Developer CPVM (“Central Package Version Management”) is a NuGet feature that simplifies the package version management. Instead of specifying the version of a package each time it is being referenced in a project file, versions of all packages are specified only once in a single `Directory.Packages.props` file.  Moving […]

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Embarking on a Epic Journey: Getting the Best out of NuGet
  • 21 Jul 2021

Written by Marcin Krystianc, Open Source Software Developer At G-Research we tend to have very large .NET projects. As our projects grow in size, we have noticed that our NuGet restore times start to get out of control, sometimes taking 10 minutes or more. I was curious whether I could find any performance improvements in […]

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