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  • Train ML Models With SQL You Already Know Icon
    Train ML Models With SQL You Already Know

    BigQuery automates data prep, analysis, and predictions with built-in AI assistance.

    Build and deploy ML models using familiar SQL. Automate data prep with built-in Gemini. Query 1 TB and store 10 GB free monthly.
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    MongoDB Atlas runs apps anywhere

    Deploy in 115+ regions with the modern database for every enterprise.

    MongoDB Atlas gives you the freedom to build and run modern applications anywhere—across AWS, Azure, and Google Cloud. With global availability in over 115 regions, Atlas lets you deploy close to your users, meet compliance needs, and scale with confidence across any geography.
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  • 1
    Open Crypto Tracker

    Open Crypto Tracker

    Bitcoin Alts portfolio tracker, email / text / alexa / telegram alerts

    100% FREE / open source / PRIVATE cryptocurrency portfolio tracker. Email / text / alexa / telegram price alerts, price charts, mining calcs, leverage / gain / loss / balance stats, news feeds +more. Privately track Bitcoin / Ethereum / unlimited cryptocurrencies. Customize as many assets / markets / alerts / charts as you want. Over 50 Exchanges / 40 Trading Pairs Supported (exchanges / pairings list at bottom of README.txt): https://tinyurl.com/ct-readme Nearly Unlimited Assets...
    1 Review
    Downloads: 4 This Week
    Last Update:
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  • 2

    OpenOffice.org Utility Library

    Library modules for creating ODF documents.

    ...The newest code will only be available using Git on GitHub.
    1 Review
    Downloads: 0 This Week
    Last Update:
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  • 3
    PortOpt

    PortOpt

    A portfolio-optimizer using Markowitz(1952) mean-variance model

    PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk. You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference. It returns the vector of assets' shares that composes the optimal portfolio. In order to minimise the variance it internally uses QuadProg++, a library that implement the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem by means of an active-set dual method. ...
    Downloads: 0 This Week
    Last Update:
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