DataFrame
C++ DataFrame for statistical, Financial, and ML analysis
...You can run various statistical, summarization, financial, and ML algorithms on the data. You can add your custom algorithms easily. You can multi-column sort, custom pick, and delete the data. DataFrame also includes a large collection of analytical algorithms in the form of visitors. These are from basic stats such as Mean, and Std Deviation and return, … to more involved analysis such as Affinity Propagation, Polynomial Fit, and Fast Fourier transform of arbitrary length … including a good collection of trading indicators. ...