Fast BM25 search in Python, powered by Numpy and Numba

An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.

A GPU implementation of Model Predictive Path Integral (MPPI) control that uses a probabilistic traversability model for planning risk-aware trajectories.

Diagnose and fix slow pyfixest regression GRIDS (many feols/fepois calls run sequentially) that stay slow despite demeaner_backend="cupy64" and an idle GPU. Use when: (1) a script looping dozens of pf.feols models on a 100k+ row panel takes ~1 min/model, (2) process inspection shows ~1-1.5 cores busy and nvidia-smi shows ~0% GPU utilization with a resident cupy context, (3) planning any worker prompt that will run a model grid (robustness variants x FE structures x domains). Root cause: per-model CPU-side single-threaded fixed costs (formulaic model-matrix build, interaction construction, singleton detection, cluster vcov) dominate wall time; GPU demeaning is a small slice. Fix: shard the model grid across OS processes and/or use pyfixest multiple-estimation syntax; mandate this IN THE WORKER PROMPT.

pyfixest demeaner_backend="cupy64" (including its CPU fallback when cupy is absent) is NOT numerically identical to the default numba backend and does NOT drop fully-absorbed/collinear regressors the same way. Use when: (1) adding demeaner_backend="cupy64" to existing pf.feols/fepois calls changes the printed coefficient table, (2) a regression report suddenly gains rows with absurd estimates (e.g. coef 435.8, SE 7106) for controls absorbed by the fixed effects, (3) diffing outputs before/after a backend change, or (4) anything parses a pyfixest text report by line position.