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Sergey (HsergeyF)

HsergeyF

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Company:QuantGem Mathematics

Location:Dubai

Home Page:https://medium.com/@hsergeyfrolov

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Sergey's starred repositories

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My business card

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mystic

constrained nonlinear optimization for scientific machine learning, UQ, and AI

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arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

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quantstats

Portfolio analytics for quants, written in Python

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captureflow-py

CaptureFlow - LLM-powered code maintenance that delivers reliable results.

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neural-finance

Neural Network for HFT-trading [experimental]

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ParquetSharp

ParquetSharp is a .NET library for reading and writing Apache Parquet files.

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airhugWebext

Airhug web extension

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LedoitWolf

Ledoit-Wolf covariance matrix estimator of stock returns

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