Capital Fund Management's repositories
pytest-monitor
Pytest plugin for analyzing resource usage during test sessions
Deep-RL-for-Portfolio-Optimization
Deep Reinforcement Learning for Portfolio Optimization
jupytext_papermill_post
Material for the Jupytext+Papermill blog post
monitor-server-api
Monitor-server-api helps you to collect, historicize and exploit the data from your tests written with pytest and monitored with pytest-monitor.
python_pipeline_blog_post
How to test a Dask pipeline with Pytest
arrow
Apache Arrow is a cross-language development platform for in-memory data. It specifies a standardized language-independent columnar memory format for flat and hierarchical data, organized for efficient analytic operations on modern hardware. It also provides computational libraries and zero-copy streaming messaging and interprocess communication. Languages currently supported include C, C++, Java, JavaScript, Python, and Ruby.
Optimal_cleaning_for_singular_values_of_cross-covariance_matrices
Python scripts from paper Optimal cleaning for singular values of cross-covariance matrices, by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)
slides-osxp21
Slides for Pytest-monitor presentation at Open Source Experience on Nov 9th, 2021