QPAS is a performance analysis and trading journal application designed for Interactive Brokers clients. It features highly detailed performance statistics, ex-post risk analytics, execution analytics, benchmarking, and more.
The QUSMA Data Management System (QDMS) is a client/server system for acquiring, managing, and distributing low-frequency historical and real-time data, written in C#.
A C# library that lets you easily parse XML files by mapping them to classes. It can parse any numeric type, strings, bools, and DateTimes. Also available through NuGet: type Install-Package NXmlMapper in the package manager console to get the latest version.
A component for easy filtering of WPF datagrids.
A collection of simple machine learning utilities in C#. Has classes for K-medoids clustering and DTW Barycenter Averaging (DBA).