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cvxportfolio Public
Forked from cvxgrp/cvxportfolioPortfolio optimization and back-testing.
Python GNU General Public License v3.0 UpdatedSep 9, 2024 -
markowitz-reference Public
Forked from cvxgrp/markowitz-referenceThis repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.
Python Apache License 2.0 UpdatedSep 5, 2024 -
claude-prompt-generator Public
Forked from aws-samples/claude-prompt-generatorPython Apache License 2.0 UpdatedSep 1, 2024 -
phx-fix-examples Public
Forked from mtxpt/phx-fix-examplesPython BSD 3-Clause "New" or "Revised" License UpdatedApr 23, 2024 -
zorro-fix Public
Forked from dsec-capital/zorro-fixC++ BSD 3-Clause "New" or "Revised" License UpdatedApr 16, 2024 -
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financial-machine-learning Public
Forked from firmai/financial-machine-learningA curated list of practical financial machine learning tools and applications.
Python UpdatedSep 4, 2023 -
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GGS Public
Forked from cvxgrp/GGSGreedy Gaussian Segmentation
Python BSD 2-Clause "Simplified" License UpdatedJan 2, 2023 -
lead-lag Public
Forked from philipperemy/lead-lagEstimation of the lead-lag parameter from non-synchronous data.
Jupyter Notebook MIT License UpdatedDec 20, 2022 -
data_parsing Public
Forked from AndrewAMD/blogCode snippets that I have a blog entry for at vitaltrades.com
C UpdatedNov 12, 2022 -
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FKF.SP Public
Forked from TomAspinall/FKF.SPFast Kalman Filtering through Sequential Processing
C GNU General Public License v3.0 UpdatedOct 9, 2022 -
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NFCP Public
Forked from TomAspinall/NFCPN-Factor Commodity Pricing through Term Structure Estimation (R Package)
R GNU General Public License v3.0 UpdatedFeb 17, 2022 -
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workshops Public
Forked from huggingface/workshopsMaterials for workshops on the Hugging Face ecosystem
Jupyter Notebook Apache License 2.0 UpdatedOct 15, 2021 -
arch Public
Forked from bashtage/archARCH models in Python
Python University of Illinois/NCSA Open Source License UpdatedOct 4, 2021 -
vix Public
Forked from khrapovs/vixCompute VIX and related volatility indices
Jupyter Notebook UpdatedAug 23, 2021 -
path_signatures_introduction Public
Forked from pafoster/path_signatures_introductionA Brief Introduction to Path Signatures for Machine Learning Practitioners
Jupyter Notebook MIT License UpdatedJul 6, 2021 -
extractnet Public
Forked from currentslab/extractnetA Dragnet that also extract author, headline, date, keywords from context
Python MIT License UpdatedJun 17, 2021 -
oct_applications Public
Forked from AaronDeb/oct_applicationsApplications to the apprenticeship program, October 2020.
Jupyter Notebook UpdatedNov 2, 2020 -
newscatcher Public
Forked from kotartemiy/newscatcherProgrammatically collect normalized news from (almost) any website.
Python MIT License UpdatedMay 26, 2020 -
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signatory Public
Forked from patrick-kidger/signatoryDifferentiable computations of the signature and logsignature transforms, on both CPU and GPU.
C++ Apache License 2.0 UpdatedMay 11, 2020 -
NN-StochVol-Calibrations Public
Forked from amuguruza/NN-StochVol-CalibrationsWe implement the paper: Deep Learning Volatility
Jupyter Notebook MIT License UpdatedMay 10, 2020 -
Solution-Starter-Kit-Cooperation-2020 Public
Forked from Call-for-Code/Solution-Starter-Kit-Cooperation-2020Materials for the Call for Code 2020 solution starter kit for community collaboration in the context of COVID-19.
JavaScript Apache License 2.0 UpdatedMay 1, 2020 -
extract-news-api Public
Forked from kotartemiy/extract-news-apiFlask code to deploy an API that pulls structured data from online news articles
Python MIT License UpdatedApr 20, 2020 -
machine-learning-asset-management Public
Forked from firmai/machine-learning-asset-managementMachine Learning in Asset Management
Jupyter Notebook UpdatedApr 19, 2020