BolshovDmitri's repositories
glue
Glue is an enterprise data model for the buy side, tailored for Wealth and Asset Managers and covering key entities such as Party, Business Relationship, Investment Strategy, Instruments, Portfolios and more.
cvx_short_course
Materials for a short course on convex optimization.
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
optaplanner
Java Constraint Solver to solve vehicle routing, employee rostering, task assignment, conference scheduling and other planning problems.
moware35
MoWare 2019.X - mrs branch
zipline
Zipline, a Pythonic Algorithmic Trading Library
ocamlverse.github.io
Documentation of everything relevant in the OCaml world
interactive-corporate-report
ICR - Automated and Intelligent Company Report Built in Python (by @firmai)
ecmascript4mps
ECMAScript language implementation for JetBrains MPS
finance-courses
Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)
markdown-here
Google Chrome, Firefox, and Thunderbird extension that lets you write email in Markdown and render it before sending.
Probabilistic-Sharpe-Ratio
Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
tsgan
Time-series Generative Adversarial Networks (fork from the ML-AIM research group on bitbucket))
machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
machine-learning
Machine Learning example tutorials (Jupyter notebooks)
python-business-analytics
Python solutions to solve practical business problems.
scrapers
Scrapers from a project in 2018. Yelp, Spyfu, Similarweb, Morningstar, Linkedin, Instagram, Inside, Glassdoor, Facebook, Eat24, Doordash, Angellist.
prototype
The HIPERFIT Portfolio Management Prototype