An approximative, randomized 'eigen' algorithm

I am currently preparing some ‘demo’ teaching sessions around a few subjects:

  • Multithreaded & lock-less C++
  • (Kalman) filtering
  • Trading strategy backtesting, the technical part, i.e. /not/ the strategies generation process per se
  • likely, a few other subjects… later.
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First post

Dear all, I am currently building this github portfolio. This will mostly cover functional programming and math programming, so a mix of, say, OCaml and C++ as well as other tools.

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